Premier Income Trust  (NYSE: PPT)

A closed-end fund seeking high current income by investing in a wide variety of fixed-income securities globally.

Objective

The fund seeks to provide high current income. The fund pursues its goal through asset allocation across three different fixed-income sectors: U.S. high-grade, high-yield, and international securities.

Daily pricing as of 02/16/18

Ticker NYSE: PPT
Net asset value $5.63
Net asset value change 0.01
Market price $5.23
Market price change 0.02
Discount/Premium -7.10%
Dividend rate at net asset value 5.54%
Dividend rate at market price 5.97%

Fund facts as of 01/31/18

Inception date
02/29/88
Total net assets
$605.31M
Dividend frequency
Monthly
Number of holdings
1621
Product status
Trades on secondary market
Common share CUSIP
746853100
Ticker
NYSE: PPT
Fiscal year-end
July
Category
Closed End
Turnover (fiscal year end)
1,055%
Number of common share accounts
4869
Outstanding common shares
-
AMT
N/A

Management team

Chief Investment Officer, Fixed Income
Portfolio Manager
Portfolio Manager
Portfolio Manager
Co-Head of Fixed Income
Co-Head of Fixed Income


Literature

Fund documents

Fact Sheet (PDF)
Annual Report (PDF)
Semiannual Report (PDF)
Analyst Report (PDF)

How the Japan election may influence global interest rates
The Japan election could have consequences for the future leadership of the Bank of Japan and the country's impact on global interest rate trends.
Why Brazil's crisis creates new concerns
The revelations of May 17 may pose a threat to President Temer's administration, and therefore a threat to Brazil's short- and medium-term economic outlook.
See the dove in the Fed's dot plot
The market sees a more hawkish Fed in the December 2016 rate hike, but we see see signs of a dove in the Fed's dot plot.

Performance

  • Performance as of 12/31/17

  • Annual performance as of 12/31/17

Last month Last quarter Year to date 1 yr. 3 yrs. 5 yrs. 10 yrs.
Net asset value 0.47% 1.59% 7.33% 7.33% 3.88% 4.51% 5.16%
Market price 3.40% 1.66% 13.66% 13.66% 6.85% 5.62% 6.62%
Comparative index: ICE BofAML U.S. Treasury Bill Index†
Net asset value 0.10% 0.25% 0.81% 0.81% 0.42% 0.28% 0.46%
Comparative index: Bloomberg Barclays Govt Bond Index†
Net asset value 0.30% 0.05% 2.30% 2.30% 1.40% 1.28% 3.23%

* Data is historical. Past performance is not a guarantee of future results. More recent returns may be less or more than those shown. Investment return, net asset value, and market price will fluctuate and you may have a gain or a loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes.

Performance snapshot

  Net asset value Market price
1 mt. 1.90% -1.95%
as of 01/31/18
YTD 1.36% -
as of 02/16/18

Lipper rankings as of 01/31/18

General Bond Funds Percentile ranking Rank/Funds in category
1 yr. 56% 20/35
3 yrs. 54% 16/29
5 yrs. 64% 16/24
10 yrs. 79% 15/18

Distribution history (past 12 mts.)

Ex-distribution date Distribution amount
per common share
01/24/18 $00.026
12/22/17 $00.026
11/24/17 $00.026
10/24/17 $00.026
09/22/17 $00.026
08/24/17 $00.026
07/24/17 $00.026
06/23/17 $00.026
05/24/17 $00.026
04/24/17 $00.026
03/24/17 $00.026
02/23/17 $00.026

Notwithstanding the explanation provided, an affirmative explanation as to whether the historical distributions cited within the section entitled “Distribution history” on page 2 reflects returns of principal or other non-income items such as loan proceeds or borrowings must be provided.

Risk characteristics 

Average effective maturity 5.99
Average stated maturity N/A
Average effective duration
without leverage
-1.47
Average effective duration
with leverage
-1.47
Average yield to maturity 6.12
Average price 89.29
Average coupon 5.65

* Data is historical. Past performance is not a guarantee of future results. More recent returns may be less or more than those shown. Investment return, net asset value, and market price will fluctuate and you may have a gain or a loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes.

Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.

The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.

The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.


Holdings

Top 10 holdings as of 01/31/18

Fnma Fn30 Tba 03.5000 03/01/2048 16.81%
Gnma Gii30 Tba 04.5000 02/01/2048 2.93%
Fnma Fn30 Tba 04.0000 03/01/2048 2.38%
Gnma Gii30 Tba 04.0000 02/01/2048 1.54%
Vtb Bank (Vtb Cap P/P 144a 06.9500 10/17/2022 1.02%
Fnma Fn30 Tba 05.5000 03/01/2048 0.90%
Cas 2015-C04 1m2 07.2614 04/25/2028 0.89%
Prov Buenos Aire P/P 144a 07.8750 06/15/2027 0.88%
Hellenic Republic Regs 03.0000 02/24/2028 0.84%
Petroleos Mexicanos Usd 04.5000 01/23/2026 0.82%
Top 10 holdings, percent of portfolio 29.01%

Full portfolio holdings as of 12/31/17

FNMA FN30 TBA 03.5000 02/01/2048 15.96%
GNMA GII30 TBA 04.5000 01/01/2048 2.98%
FNMA FN30 TBA 04.0000 02/01/2048 2.45%
GNMA GII30 TBA 04.0000 01/01/2048 1.57%
FNMA FN30 TBA 03.5000 01/01/2048 1.38%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 1.03%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.93%
FNMA FN30 TBA 05.5000 01/01/2048 0.92%
CAS 2015-C04 1M2 07.2521 04/25/2028 0.91%
PETROLEOS MEXICANOS USD 04.5000 01/23/2026 0.85%
CAS 2016-C03 2M2 07.4521 10/25/2028 0.83%
CWALT 2006-OA10 4A1 01.7421 08/25/2046 0.83%
CAS 2015-C03 1M2 06.5521 07/25/2025 0.80%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028 0.78%
HELLENIC REPUBLIC REGS 03.0000 02/24/2030 0.72%
REP OF ARGENTINA USD 06.8750 01/26/2027 0.66%
GNR 2016-H23 NI IO 02.4489 10/20/2066 0.65%
CAS 2016-C02 1B 13.8021 09/25/2028 0.57%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.54%
GNR 2017-H16 JI IO 02.2626 08/20/2067 0.52%
CAS 2016-C04 1B 11.8021 01/25/2029 0.50%
ARGENTINE REPUBLIC USD 07.6250 04/22/2046 0.49%
HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022 0.49%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.49%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.47%
STACR 2016-DNA1 B 11.5521 07/25/2028 0.46%
CWALT 2005-59 1A1 01.8311 11/20/2035 0.45%
CAS 2016-C01 1B 13.3021 08/25/2028 0.44%
PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 0.44%
MSBAM 2014-C15 D P/P 144A 04.8911 04/15/2047 0.42%
CMLTI 2007-AMC3 A2D 01.9021 03/25/2037 0.41%
PETROBRAS GLOBAL FIN P/P 144A 05.9990 01/27/2028 0.40%
WAMU 2005-AR13 A1C3 02.0421 10/25/2045 0.40%
CSAIL 2015-C1 D P/P 144A 03.7980 04/15/2050 0.39%
FED REPUBLIC OF BRAZIL USD 04.6250 01/13/2028 0.38%
WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 0.38%
RUSSIAN FEDERATION P/P 144A 12.7500 06/24/2028 0.37%
FHR 4604 QI IO 03.5000 07/15/2046 0.36%
NOTA DO TESOURO NACIONAL 10.0000 01/01/2023 0.36%
CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 0.34%
JPMBB 2014-C18 D P/P 144A 04.8136 02/15/2047 0.34%
MSBAM 2014-C17 D P/P 144A 04.6972 08/15/2047 0.34%
REP OF INDONESIA P/P 144A 06.6250 02/17/2037 0.34%
STACR 2016-HQA2 M3 06.7021 11/25/2028 0.34%
CAS 2017-C03 1B1 06.4021 10/25/2029 0.33%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.33%
GNR 2017-H16 IG IO 01.6832 07/20/2067 0.33%
MSBAM 2013-C10 E P/P 144A 04.0822 07/15/2046 0.33%
STACR 2015-DNA3 B 10.9021 04/25/2028 0.33%
GNR 2017-H08 NI IO 02.2302 03/20/2067 0.32%
JPMCC 2012-LC9 E P/P 144A 04.3718 12/15/2047 0.32%
LETRAS BANCO CENT ARGENT 00.0000 08/15/2018 0.32%
CAS 2015-C03 2M2 06.5521 07/25/2025 0.31%
CAS 2016-C03 1B 13.3021 10/25/2028 0.31%
WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 0.31%
DOMINICAN REPUBLIC P/P 144A 05.5000 01/27/2025 0.30%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026 0.30%
GNR 2017-93 TI IO 04.0000 03/20/2044 0.29%
CWALT 2006-OA7 1A1 02.4981 06/25/2046 0.27%
FED REPUBLIC OF BRAZIL USD 05.0000 01/27/2045 0.27%
GNR 2015-186 AI IO 04.0000 12/20/2045 0.27%
GNR 2016-H10 AI IO 01.7249 04/20/2066 0.27%
CWCI 2007-C3 AJ 05.8394 05/15/2046 0.26%
GNR 2013-14 IO IO 03.5000 12/20/2042 0.26%
GNR 2017-H06 BI IO 02.3312 02/20/2067 0.26%
HELLENIC REPUBLIC REGS 03.0000 02/24/2023 0.26%
MSC 2006-HQ10 B 05.4480 11/12/2041 0.26%
PETROLEOS MEXICANOS USD 08.0000 05/03/2019 0.26%
RUSSIAN FEDERATION P/P 144A 05.6250 04/04/2042 0.26%
WFRBS 2014-C19 E P/P 144A 04.9711 03/15/2047 0.26%
CWALT 2005-38 A3 01.9021 09/25/2035 0.25%
GNR 2017-H09 IO IO 01.7782 04/20/2067 0.25%
GNR 2017-H16 IH IO 01.7021 07/20/2067 0.25%
FNR 2016-3 NI IO 06.0000 02/25/2046 0.24%
GNR 2016-42 IO IO 05.0000 02/20/2046 0.24%
GNR 2016-H09 BI IO 02.0340 04/20/2066 0.24%
IVORY COAST P/P 144A 06.1250 06/15/2033 0.24%
FHR 4580 ID IO 03.5000 08/15/2045 0.23%
FNR 2010-99 NI IO 06.0000 09/25/2040 0.23%
GNR 2014-44 IA IO 03.5000 05/20/2028 0.23%
GNR 2016-104 GI IO 04.5000 01/20/2046 0.23%
GNR 2016-H22 AI IO 02.4798 10/20/2066 0.23%
GSMS 2013-GC16 E P/P 144A 05.3271 11/10/2046 0.23%
REP OF INDONESIA P/P 144A 03.3750 04/15/2023 0.23%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.23%
SAMI 2007-AR1 2A1 01.7321 01/25/2037 0.23%
WAMU 2005-AR10 1A3 03.2963 09/25/2035 0.23%
GNR 2010-35 DI IO 04.5000 03/20/2040 0.22%
WBCMT 2006-C26 AJ 06.0270 06/15/2045 0.22%
BSCMS 2005-PWR7 B 05.2140 02/11/2041 0.21%
CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 0.21%
GNR 2016-H06 DI IO 01.9394 07/20/2065 0.21%
GNR 2017-H12 QI IO 02.0646 05/20/2067 0.21%
GSMS 2011-GC3 E P/P 144A 05.0000 03/10/2044 0.21%
STACR 2015-DNA2 B 09.1021 12/25/2027 0.21%
WFRBS 2013-C12 E P/P 144A 03.5000 03/15/2048 0.21%
BSCMS 2007-T26 AJ 05.5355 01/12/2045 0.20%
CAS 2017-C02 2B1 07.0521 09/25/2029 0.20%
COMM 2012-CR3 F P/P 144A 04.7500 10/15/2045 0.20%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.20%
FHR 4077 IK IO 05.0000 07/15/2042 0.20%
FHR 4452 QI IO 04.0000 11/15/2044 0.20%
GNR 2014-100 NI IO 04.0000 06/20/2043 0.20%
GNR 2015-H20 CI IO 02.2033 08/20/2065 0.20%
LUKOIL INTL FINANCE P/P 144A 06.6560 06/07/2022 0.20%
MLMT 2004-KEY2 D 05.0460 08/12/2039 0.20%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.20%
CERIDIAN HCM HOLDING P/P 144A 11.0000 03/15/2021 0.19%
DIGICEL LIMITED P/P 144A 06.7500 03/01/2023 0.19%
GNR 2012-140 IC IO 03.5000 11/20/2042 0.19%
GNR 2015-40 IO IO 04.0000 03/20/2045 0.19%
GNR 2016-H02 HI IO 01.7287 01/20/2066 0.19%
JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 0.19%
JPMCC 2011-C3 F P/P 144A 05.6311 02/15/2046 0.19%
SERVICE CORP INTL 05.3750 05/15/2024 0.19%
STACR 2015-HQA2 B 12.0521 05/25/2028 0.19%
T-MOBILE USA INC 06.6250 04/01/2023 0.19%
ALTA MESA HLDGS 07.8750 12/15/2024 0.18%
CFCRE 2011-C2 E P/P 144A 05.7536 12/15/2047 0.18%
CWALT 2006-OA10 3A1 01.7421 08/25/2046 0.18%
FHR 4165 TI IO 03.0000 12/15/2042 0.18%
FHR 4425 IO IO 04.0000 01/15/2045 0.18%
GNR 2012-38 MI IO 04.0000 03/20/2042 0.18%
GNR 2013-76 IO IO 03.5000 05/20/2043 0.18%
GNR 2015-53 MI IO 04.0000 04/16/2045 0.18%
GNR 2017-H11 DI IO 01.8656 05/20/2067 0.18%
GNR 2017-H16 FI IO 02.3227 08/20/2067 0.18%
JPMBB 2014-C25 D P/P 144A 03.9460 11/15/2047 0.18%
MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 0.18%
PETROBRAS GLOBAL FINANCE USD 08.7500 05/23/2026 0.18%
UNITED MEXICAN STATES USD 05.7500 10/12/2110 0.18%
AES CORP/VA 05.5000 04/15/2025 0.17%
ARAB REPUBLIC OF EGYPT REGS 08.5000 01/31/2047 0.17%
BSCMS 2005-PWR7 D 05.3040 02/11/2041 0.17%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.17%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.17%
CONTINENTAL RESOURCES 03.8000 06/01/2024 0.17%
CSC HOLDINGS LLC P/P 144A 10.1250 01/15/2023 0.17%
FNR 2013-107 SB IO 04.3979 02/25/2043 0.17%
GNR 2009-121 UI IO 05.0000 12/20/2039 0.17%
GNR 2014-119 SA IO 04.0989 08/20/2044 0.17%
GNR 2015-187 JI IO 04.0000 03/20/2045 0.17%
GNR 2016-H03 DI IO 02.0164 12/20/2065 0.17%
GNR 2016-H16 EI IO 02.2359 06/20/2066 0.17%
GNR 2016-H18 QI IO 02.3288 06/20/2066 0.17%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.17%
JPMBB 2014-C19 D P/P 144A 04.6608 04/15/2047 0.17%
JPMCC 2012-C6 E P/P 144A 05.1358 05/15/2045 0.17%
LIBERTY MUTUAL INSUR P/P 144A 07.6970 10/15/2097 0.17%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.17%
PETROBRAS GLOBAL FIN P/P 144A 05.2990 01/27/2025 0.17%
SPRINT CORP 07.8750 09/15/2023 0.17%
SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP 0.17%
UBSBB 2012-C2 F P/P 144A 04.8942 05/10/2063 0.17%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.16%
CASELLA WASTE TLB L+250 03.9908 10/17/2023 0.16%
CWALT 2006-OA7 1A2 02.0029 06/25/2046 0.16%
CWALT 2007-OH1 A1D 01.7621 04/25/2047 0.16%
FNR 2011-101 SA IO 04.3479 10/25/2041 0.16%
FNR 2016-102 JI IO 03.5000 02/25/2046 0.16%
GNR 2013-22 IE IO 05.0000 02/20/2043 0.16%
GNR 2015-52 KI IO 03.5000 11/20/2040 0.16%
GNR 2015-62 IL IO 03.5000 02/16/2042 0.16%
GNR 2015-64 YI IO 04.0000 11/20/2044 0.16%
GNR 2015-H23 BI IO 01.7290 09/20/2065 0.16%
GNR 2015-H24 AI IO 02.1065 09/20/2065 0.16%
GNR 2016-H03 AI IO 01.9366 01/20/2066 0.16%
GNR 2016-H06 CI IO 01.6657 02/20/2066 0.16%
GNR 2017-H02 BI IO 02.3626 01/20/2067 0.16%
GSR 2007-OA1 2A3A 01.6386 05/25/2037 0.16%
JPMBB 2013-C14 D P/P 144A 04.5688 08/15/2046 0.16%
JPMBB 2013-C14 E P/P 144A 04.5688 08/15/2046 0.16%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.16%
PROVINCIA DE BUENOS P/P 144A 26.8925 05/31/2022 0.16%
UNITYMEDIA HESSEN / NRW REGS 06.2500 01/15/2029 0.16%
ARAB REP OF EGYPT P/P 144A 08.5000 01/31/2047 0.15%
BLUELINE RENTAL CRP P/P 144A 09.2500 03/15/2024 0.15%
BSCMS 2006-PW11 B P/P 144A 05.2790 03/11/2039 0.15%
COMM 2013-LC13 E P/P 144A 03.7191 08/10/2046 0.15%
COMM 2014-CR18 E P/P 144A 03.6000 07/15/2047 0.15%
FHR 4501 BI IO 03.5000 10/15/2043 0.15%
FHR 4546 TI IO 04.0000 12/15/2045 0.15%
FNR 2012-30 HI IO 04.5000 12/25/2040 0.15%
GNR 2012-136 BI IO 03.5000 11/20/2042 0.15%
GNR 2013-H08 CI IO 01.6783 02/20/2063 0.15%
GNR 2014-100 LI IO 04.5000 10/16/2043 0.15%
GNR 2014-20 SQ IO 04.5989 07/20/2043 0.15%
GNR 2014-H21 BI IO 01.5454 10/20/2064 0.15%
GNR 2015-H20 AI IO 01.8197 08/20/2065 0.15%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.15%
JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 0.15%
LNSTR 2015-3 C P/P 144A 03.1131 04/20/2048 0.15%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.15%
TELENET FINANCE V P/P 144A 06.7500 08/15/2024 0.15%
WAMU 2005-AR19 A1C4 01.9521 12/25/2045 0.15%
ADS INC P/P 144A 05.6250 11/15/2024 0.14%
ALTICE LUXEMBOURG SA P/P 144A 07.7500 05/15/2022 0.14%
AVAYA HOLDINGS CORP 0.14%
BSCMS 2007-T28 D P/P 144A 05.6555 09/11/2042 0.14%
CAS 2015-C04 2M2 07.1021 04/25/2028 0.14%
CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 0.14%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.14%
DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 0.14%
GNR 2010-35 AI IO 04.5000 03/20/2040 0.14%
GNR 2013-182 IQ IO 04.5000 12/16/2043 0.14%
GNR 2015-95 PI IO 03.5000 07/20/2045 0.14%
GNR 2015-H25 EI IO 01.8419 10/20/2065 0.14%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.14%
MLMT 2008-C1 D P/P 144A 06.4478 02/12/2051 0.14%
PETROBRAS GLOBAL FINANCE USD 07.2500 03/17/2044 0.14%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.14%
SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA 0.14%
T-MOBILE USA INC 06.3750 03/01/2025 0.14%
TARGA RESOURCES PART P/P 144A 05.0000 01/15/2028 0.14%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.13%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.13%
BALTA 2004-3 B 04.4771 04/25/2034 0.13%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.13%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.13%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.13%
CWALT 2006-OA10 2A1 01.7421 08/25/2046 0.13%
FHR 3852 SC IO 05.1730 04/15/2040 0.13%
FNR 2015-88 QI IO 04.0000 10/25/2044 0.13%
FNR 2017-7 JI IO 04.0000 02/25/2047 0.13%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.13%
GNR 2012-47 CI IO 04.0000 03/20/2042 0.13%
GNR 2013-151 IB IO 04.5000 02/20/2040 0.13%
GNR 2013-22 OI IO 05.0000 01/20/2043 0.13%
GNR 2013-34 IH IO 04.5000 03/20/2043 0.13%
GNR 2016-48 MI IO 03.5000 04/16/2046 0.13%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.13%
JPMCC 2007-CB20 E P/P 144A 06.2772 02/12/2051 0.13%
MSC 2008-T29 F P/P 144A 06.3131 01/11/2043 0.13%
NAVISTAR TLB L+350 04.7500 11/06/2024 0.13%
SFR GROUP SA P/P 144A 06.0000 05/15/2022 0.13%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.13%
SWPTN LIABILITY 2YX30Y P 2.79 USD 02/15/2019 JP 0.13%
SWPTN LIABILITY 2YX30Y R 2.79 USD 02/15/2019 JP 0.13%
VTB BANK (VTB CAP SA P/P 144A 06.8750 05/29/2018 0.13%
ALTICE LUXEMBOURG SA P/P 144A 07.6250 02/15/2025 0.12%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.12%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.12%
DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 0.12%
ENERGY TRANSFER PARTNERS 06.6250 02/15/2028 0.12%
FHR 4193 PI IO 04.0000 03/15/2043 0.12%
FHR 4510 HI IO 03.0000 03/15/2040 0.12%
GCP APPLIED TECH P/P 144A 09.5000 02/01/2023 0.12%
GNR 2010-35 QI IO 04.5000 03/20/2040 0.12%
GNR 2013-37 JI IO 03.5000 01/20/2043 0.12%
GNR 2015-H08 CI IO 01.7923 03/20/2065 0.12%
GNR 2015-H10 BI IO 02.1044 04/20/2065 0.12%
GNR 2016-37 IW IO 04.5000 02/20/2046 0.12%
GNR 2016-H14 IO IO 01.6754 06/20/2066 0.12%
GNR 2016-H24 CI IO 01.6960 10/20/2066 0.12%
GNR 2017-42 IC IO 04.5000 08/20/2041 0.12%
GREAT LAKES D&D 08.0000 05/15/2022 0.12%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.12%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.12%
JPMBB 2013-C12 D 04.0912 07/15/2045 0.12%
MSBAM 2014-C18 D P/P 144A 03.3890 10/15/2047 0.12%
MSC 2004-RR F7 P/P 144A 06.0000 04/28/2039 0.12%
REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 0.12%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.12%
STACR 2016-HQA3 M3 05.4021 03/25/2029 0.12%
SWPTN 1YX30Y R 1.673 GBP 10/05/2018 GS 0.12%
SWPTN LIABILITY 2YX28Y P 2.7175 USD 01/24/2019 BA 0.12%
SWPTN LIABILITY 2YX28Y R 2.7175 USD 01/24/2019 BA 0.12%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.12%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.12%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.11%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.11%
BSCMS 2006-PW11 C P/P 144A 05.2790 03/11/2039 0.11%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.11%
CHESAPEAKE ENERGY 1.5L L+750 08.5000 08/23/2021 0.11%
CORNERSTONE CHEM CO P/P 144A 06.7500 08/15/2024 0.11%
CSMC 2007-C4 C P/P 144A 06.0732 09/15/2039 0.11%
DBALT 2006-AR4 A2 01.7421 12/25/2036 0.11%
DRESDNER FNDG TRUST I REGS 08.1510 06/30/2031 0.11%
FRAC TECH INTL TLB L+475 06.3190 04/16/2021 0.11%
GNR 2015-H15 BI IO 02.2491 06/20/2065 0.11%
GNR 2016-29 IO IO 04.0000 02/16/2046 0.11%
GNR 2016-H17 KI IO 02.2718 07/20/2066 0.11%
GNR 2017-11 PI IO 04.0000 12/20/2046 0.11%
GNR 2017-H19 MI IO 02.0151 04/20/2067 0.11%
HCA INC 06.5000 02/15/2020 0.11%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.11%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.11%
JPALT 2007-A2 12A1 01.7521 06/25/2037 0.11%
JPMBB 2014-C18 E P/P 144A 04.3136 02/15/2047 0.11%
JPMCC 2007-CB20 C P/P 144A 06.2772 02/12/2051 0.11%
LLOYDS BANKING GROUP P/P 144A 06.6570 12/29/2049 0.11%
STACR 2017-DNA1 B1 06.5021 07/25/2029 0.11%
SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA 0.11%
SWPTN 1YX10Y R 1.522 GBP 10/05/2018 GS 0.11%
SWPTN 2YX10Y R 1.376 EUR 09/30/2019 JP 0.11%
SWPTN 2YX30Y R 1.758 EUR 09/30/2019 JP 0.11%
WBCMT 2004-C15 G P/P 144A 05.3950 10/15/2041 0.11%
WFRBS 2012-C6 E P/P 144A 05.0000 04/15/2045 0.11%
AMERICAN TIRE DISTRI P/P 144A 10.2500 03/01/2022 0.10%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.10%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.10%
CAS 2016-C04 1M2 05.8021 01/25/2029 0.10%
CCMFC 2006-4A A2 01.5086 11/25/2047 0.10%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.10%
CLEAR CHANNEL TLD L+675 08.4434 01/30/2019 0.10%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.10%
COMM 2012-CR3 E P/P 144A 04.7551 10/15/2045 0.10%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.10%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.10%
CWALT 2006-45T1 2A7 01.8921 02/25/2037 0.10%
CWALT 2006-OA10 1A1 02.0229 08/25/2046 0.10%
DIAMOND BC BV P/P 144A 05.6250 08/15/2025 0.10%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.10%
FHR 4678 MS IO 05.1072 04/15/2047 0.10%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.10%
FNR 2017-15 LI IO 04.0000 06/25/2046 0.10%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.10%
GNR 2014-76 IO IO 05.0000 05/20/2044 0.10%
GNR 2015-167 BI IO 04.5000 04/16/2045 0.10%
GNR 2015-187 KI IO 05.0000 06/20/2043 0.10%
GNR 2015-64 PI IO 03.5000 05/20/2045 0.10%
GNR 2017-38 DI IO 05.0000 03/16/2047 0.10%
GSMS 2013-GC12 D P/P 144A 04.4423 06/10/2046 0.10%
HCA INC 05.5000 06/15/2047 0.10%
MASONITE INTL C P/P 144A 05.6250 03/15/2023 0.10%
MSBAM 2012-C6 G P/P 144A 04.5000 11/15/2045 0.10%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.10%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.10%
PLATFORM SPECIALTY P/P 144A 05.8750 12/01/2025 0.10%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.10%
SCIENTIFIC GAMES INT P/P 144A 07.0000 01/01/2022 0.10%
SWPTN 1YX1Y P 1.919 USD 08/15/2018 JP 0.10%
SWPTN 1YX1Y P 1.9325 USD 08/16/2018 BA 0.10%
SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP 0.10%
USD/MXN CALL 21.50 20180531 BCAP-FX 0.10%
WFRBS 2012-C10 D P/P 144A 04.4476 12/15/2045 0.10%
AVAYA TLB-EXIT L+475 06.2270 11/09/2024 0.09%
BALTA 2005-7 21A1 03.6580 09/25/2035 0.09%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.09%
BELDEN INC P/P 144A 05.2500 07/15/2024 0.09%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.09%
BROOKFIELD RESID P/P 144A 06.5000 12/15/2020 0.09%
CALPINE CORP 05.7500 01/15/2025 0.09%
CAS 2015-C01 2M2 06.1021 02/25/2025 0.09%
CAS 2017-C02 2M2 05.2021 09/25/2029 0.09%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 0.09%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 01/15/2025 0.09%
CONSTELLIUM NV P/P 144A 05.8750 02/15/2026 0.09%
DYNEGY INC 07.6250 11/01/2024 0.09%
FHR 4062 DI IO 04.0000 09/15/2039 0.09%
FHR 4122 TI IO 04.5000 10/15/2042 0.09%
FHR 4560 PI IO 03.5000 05/15/2045 0.09%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.09%
FNR 2012-36 SN IO 04.8979 04/25/2042 0.09%
GNR 2012-113 ID IO 03.5000 09/20/2042 0.09%
GNR 2013-27 PI IO 03.5000 12/20/2042 0.09%
GNR 2013-54 JI IO 03.5000 02/20/2043 0.09%
GNR 2014-147 IJ IO 04.5000 02/20/2044 0.09%
GNR 2015-124 DI IO 03.5000 01/20/2038 0.09%
GNR 2015-96 NI IO 03.5000 01/20/2039 0.09%
HELLENIC REPUBLIC REGS 03.0000 02/24/2031 0.09%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.09%
INFOR US INC 06.5000 05/15/2022 0.09%
JO-ANN HOLDCO P/P 144A 09.7500 10/15/2019 0.09%
OJSC RUSS AGRIC RSHB P/P 144A 07.7500 05/29/2018 0.09%
OMIR 2017-1A B1 P/P 144A 07.3021 04/25/2027 0.09%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.09%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.09%
RANGE RESOURCES CORP 05.7500 06/01/2021 0.09%
REP OF ARGENTINA USD 06.6250 07/06/2028 0.09%
SBERBANK (SB CAP SA) P/P 144A 06.1250 02/07/2022 0.09%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.09%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.09%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.09%
SWPTN LIABILITY 2YX10Y P 2.413 USD 06/03/2019 BA 0.09%
SWPTN LIABILITY 2YX10Y R 2.413 USD 06/03/2019 BA 0.09%
SWPTN LIABILITY 2YX10Y R 2.42 USD 06/03/2019 CI 0.09%
TRIDENT MERGER SUB P/P 144A 06.6250 11/01/2025 0.09%
VALEANT PHARMA P/P 144A 06.1250 04/15/2025 0.09%
VNESHECONOMBANK P/P 144A 06.8000 11/22/2025 0.09%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.09%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.09%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.08%
ARCELORMITTAL USD 07.5000 10/15/2039 0.08%
AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 0.08%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.08%
BRAND ENERGY TL L+425 05.6150 06/21/2024 0.08%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.08%
CF INDUSTRIES INC 04.9500 06/01/2043 0.08%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.08%
CLEAR CHANNEL COMMUN 09.0000 12/15/2019 0.08%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.08%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.08%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.08%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.08%
DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 0.08%
DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 0.08%
DYNEGY INC 07.3750 11/01/2022 0.08%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.08%
FHR 4024 PI IO 04.5000 12/15/2041 0.08%
FHR 4183 MI IO 03.0000 02/15/2042 0.08%
FIRST QUANTUM MINERA P/P 144A 07.2500 05/15/2022 0.08%
FNR 2013-41 IP IO 04.0000 05/25/2043 0.08%
GNR 2009-121 BI IO 04.5000 12/16/2039 0.08%
GNR 2010-9 QI IO 04.5000 01/20/2040 0.08%
GNR 2013-3 IT IO 05.0000 01/20/2043 0.08%
GNR 2014-122 IC IO 05.0000 08/20/2044 0.08%
GNR 2015-H26 CI IO 00.6165 08/20/2065 0.08%
GREAT CANADIAN GAMIN P/P 144A 06.6250 07/25/2022 0.08%
HELLENIC REPUBLIC REGS 03.0000 02/24/2027 0.08%
HELLENIC REPUBLIC REGS 03.0000 02/24/2036 0.08%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.08%
HUB INTL LTD P/P 144A 07.8750 10/01/2021 0.08%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.08%
JONAH NRG LLC/FINANC P/P 144A 07.2500 10/15/2025 0.08%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.08%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.08%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.08%
PETROLEOS MEXICANOS USD 05.6250 01/23/2046 0.08%
REVLON CONS TLB L+350 05.0690 09/07/2023 0.08%
REVLON CONSUMER PROD 06.2500 08/01/2024 0.08%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.08%
SFR GROUP SA P/P 144A 06.2500 05/15/2024 0.08%
SPRINT CORP 07.2500 09/15/2021 0.08%
SWPTN LIABILITY 2YX10Y P 2.42 USD 06/03/2019 CI 0.08%
TENNECO INC 05.3750 12/15/2024 0.08%
TI GROUP AUTO SYS LL P/P 144A 08.7500 07/15/2023 0.08%
UNIVISION COMM P/P 144A 05.1250 05/15/2023 0.08%
VTB BK (VTB EURASIA) P/P 144A 09.5000 12/29/2049 0.08%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.07%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.07%
AES CORP/VA 05.1250 09/01/2027 0.07%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.07%
ALPHA 3 BV / US BID P/P 144A 06.2500 02/01/2025 0.07%
ALTICE FINANCING SA P/P 144A 06.6250 02/15/2023 0.07%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.07%
CAS 2017-C05 1B1 05.1521 01/25/2030 0.07%
CENTENE CORP 06.1250 02/15/2024 0.07%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.07%
CONSTELLIUM NV P/P 144A 05.7500 05/15/2024 0.07%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.07%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.07%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 07/15/2023 0.07%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.07%
FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 0.07%
FNR 2010-35 SG IO 04.8479 04/25/2040 0.07%
FNR 2011-59 BI IO 06.0000 08/25/2040 0.07%
FNR 2013-60 IP IO 04.0000 10/25/2042 0.07%
FORTERRA TL L+300 04.5690 10/25/2023 0.07%
GAZPROM (GAZ CAP SA) P/P 144A 09.2500 04/23/2019 0.07%
GMAC CAPITAL TRUST I PCT 07.2008 0.07%
GNR 2010-20 UI IO 05.0000 02/20/2040 0.07%
GNR 2012-146 IO IO 05.0000 12/20/2042 0.07%
GNR 2013-6 IC IO 05.0000 01/20/2043 0.07%
GNR 2017-118 KI IO 03.5000 10/20/2046 0.07%
GW HONOS SECURITY CO P/P 144A 08.7500 05/15/2025 0.07%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.07%
MERCER INTL INC USD 06.5000 02/01/2024 0.07%
MLMT 2008-C1 AJ 06.4478 02/12/2051 0.07%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.07%
NOBLE HOLDING INTL LTD USD 07.7500 01/15/2024 0.07%
NRG ENERGY INC 06.6250 01/15/2027 0.07%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.07%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.07%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.07%
PULTEGROUP INC 05.5000 03/01/2026 0.07%
REGAL ENTERTAINMENT GRP 05.7500 02/01/2025 0.07%
ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 0.07%
ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049 0.07%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.07%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.07%
SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP 0.07%
SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP 0.07%
SWPTN 7YX5Y R 2.647 USD 06/03/2024 BA 0.07%
SWPTN 7YX5Y R 2.654 USD 06/03/2024 CI 0.07%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.07%
TENET HEALTHCARE 06.0000 10/01/2020 0.07%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.07%
TRANSDIGM INC 06.5000 07/15/2024 0.07%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.07%
USG CORP P/P 144A 04.8750 06/01/2027 0.07%
VALEANT PHARMA P/P 144A 05.8750 05/15/2023 0.07%
WRANGLER BUYER CORP P/P 144A 06.0000 10/01/2025 0.07%
1.40 R ISWP FWD NOKOIB6M P 03/21/2023 0.06%
2.10 R ISWP FWD US0003M P 03/21/2020 0.06%
AES CORP/VA 07.3750 07/01/2021 0.06%
AMC ENTERTAINMENT HOLDIN 05.7500 06/15/2025 0.06%
ANTERO RESOURCES 05.3750 11/01/2021 0.06%
ASHTEAD CAPITAL INC P/P 144A 04.1250 08/15/2025 0.06%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.06%
BEACON ESCROW CORP P/P 144A 04.8750 11/01/2025 0.06%
BIOSCRIP INC 08.8750 02/15/2021 0.06%
BOYD GAMING CORPORATION 06.8750 05/15/2023 0.06%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.06%
CALIFORNIA RESOURC TL L+475 06.2408 11/17/2022 0.06%
CAS 2015-C02 2M2 05.5521 05/25/2025 0.06%
CAS 2016-C05 2B 12.3021 01/25/2029 0.06%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.06%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.06%
CENTURYLINK INC 06.7500 12/01/2023 0.06%
CIT GROUP INC 05.0000 08/01/2023 0.06%
CIT GROUP INC. 05.0000 08/15/2022 0.06%
CREDIT ACCEPTANC 06.1250 02/15/2021 0.06%
DEAN FOODS CO P/P 144A 06.5000 03/15/2023 0.06%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.06%
ENERGY TRANSFER EQUITY L.P. 05.8750 01/15/2024 0.06%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.06%
FIRST DATA CORP P/P 144A 07.0000 12/01/2023 0.06%
FNR 2013-44 PI IO 04.0000 01/25/2043 0.06%
FNR 2013-53 JI IO 03.0000 12/25/2041 0.06%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.06%
FXI HOLDINGS INC P/P 144A 07.8750 11/01/2024 0.06%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.06%
GNR 2013-165 IL IO 04.0000 03/20/2043 0.06%
GNR 2014-4 IC IO 04.0000 01/20/2044 0.06%
GNR 2015-79 GI IO 05.0000 10/20/2039 0.06%
GNR 2016-168 AI IO 05.0000 07/20/2045 0.06%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.06%
KRATON POLYMERS LLC/ P/P 144A 07.0000 04/15/2025 0.06%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.06%
LIONS GATE ENT P/P 144A 05.8750 11/01/2024 0.06%
MGM RESORTS INTL 06.6250 12/15/2021 0.06%
MHL 2005-3 M2 02.3471 08/25/2035 0.06%
NOVA CHEMICALS CORP P/P 144A 05.2500 06/01/2027 0.06%
PETROLEOS MEXICANOS USD 06.6250 06/15/2035 0.06%
PULTEGROUP INC. 07.8750 06/15/2032 0.06%
RACKSPACE HOSTING INC L+300 04.3848 11/03/2023 0.06%
REP OF INDONESIA P/P 144A 04.7500 01/08/2026 0.06%
REPUBLIC OF ECUADOR REGS 07.9500 06/20/2024 0.06%
REYNOLDS GRP ISS/REY P/P 144A 07.0000 07/15/2024 0.06%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.06%
SCHAEFFLER VERWA P/P 144A 04.7500 09/15/2026 0.06%
SEMGROUP CORP P/P 144A 06.3750 03/15/2025 0.06%
SM ENERGY CO 06.5000 11/15/2021 0.06%
STACR 2016-DNA2 M3 06.2021 10/25/2028 0.06%
SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP 0.06%
SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP 0.06%
SWPTN 2YX30Y P 2.518 USD 05/17/2019 CI 0.06%
SWPTN 7YX5Y P 2.647 USD 06/03/2024 BA 0.06%
SWPTN 7YX5Y P 2.654 USD 06/03/2024 CI 0.06%
SWPTN LIABILITY 2YX20Y P 2.36 USD 11/12/2019 JP 0.06%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.06%
UKRAINE GOVERNMENT P/P 144A 07.7500 09/01/2027 0.06%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.06%
VALEANT PHARMA P/P 144A 07.0000 03/15/2024 0.06%
VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 0.06%
WFCM 2013-LC12 D P/P 144A 04.2910 07/15/2046 0.06%
WINDSTREAM SRVC / FIN 06.3750 08/01/2023 0.06%
WPX ENERGY INC 06.0000 01/15/2022 0.06%
WPX ENERGY INC 07.5000 08/01/2020 0.06%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.05%
2.40 R ISWP FWD AUDBB6M P 03/21/2023 0.05%
AMAG PHARMA INC P/P 144A 07.8750 09/01/2023 0.05%
ARDAGH PKG FIN/HLDGS P/P 144A 06.0000 02/15/2025 0.05%
ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 0.05%
BARCLAYS BANK PLC P/P 144A 10.1790 06/12/2021 0.05%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.05%
CAS 2016-C06 1M2 05.8021 04/25/2029 0.05%
CAS 2017-C06 2M2 04.3521 02/25/2030 0.05%
CENOVUS ENERGY INC USD 06.7500 11/15/2039 0.05%
CENTENE CORP 04.7500 05/15/2022 0.05%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.05%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.05%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.05%
COVERIS HOLDINGS SA P/P 144A 07.8750 11/01/2019 0.05%
CPTFEMU R 1.4 P 07/15/27 0.05%
CROWNROCK LP/CROWNRO P/P 144A 05.6250 10/15/2025 0.05%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.05%
DISH DBS CORP 05.8750 11/15/2024 0.05%
FHR 4000 PI IO 04.5000 01/15/2042 0.05%
FNR 2012-127 BI IO 04.5000 11/25/2042 0.05%
FNR 2012-145 TI IO 03.0000 11/25/2042 0.05%
FNR 2013-35 IP IO 03.0000 06/25/2042 0.05%
GLP CAP LP / FIN II 04.8750 11/01/2020 0.05%
GNR 2012-56 IB IO 04.0000 04/20/2042 0.05%
GNR 2013-28 IO IO 03.5000 02/20/2043 0.05%
GNR 2013-6 CI IO 05.0000 12/20/2042 0.05%
GNR 2014-25 MI IO 05.0000 11/20/2043 0.05%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.05%
HCA INC 05.2500 06/15/2026 0.05%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.05%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.05%
LBUBS 2006-C6 C 05.4820 09/15/2039 0.05%
LOUISIANA-PACIFIC CORP 04.8750 09/15/2024 0.05%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 0.05%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.05%
MICROCHIP TEC P/P 144A CV 01.6250 02/15/2027 0.05%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.05%
MSC 2007-HQ11 C 05.5580 02/12/2044 0.05%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.05%
NEIMAN MARCUS TL L+325 04.8050 10/25/2020 0.05%
NEW GOLD INC P/P 144A 06.2500 11/15/2022 0.05%
NRG ENERGY INC 07.2500 05/15/2026 0.05%
OWENS CORNING 04.2000 12/01/2024 0.05%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.05%
PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022 0.05%
PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 0.05%
QEP RESOURCES INC 05.6250 03/01/2026 0.05%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.05%
REYNOLDS GROUP TL L+300 04.3190 02/05/2023 0.05%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.05%
SESI LLC P/P 144A 07.7500 09/15/2024 0.05%
SHELF DRILL HOLD LTD P/P 144A 09.5000 11/02/2020 0.05%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.05%
SM ENERGY CO 06.1250 11/15/2022 0.05%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.05%
STARWOOD PROP TR P/P 144A 04.7500 03/15/2025 0.05%
SWPTN 4YX1Y P 2.25 USD 08/16/2021 JP 0.05%
SWPTN 4YX1Y P 2.2625 USD 08/16/2021 BA 0.05%
SWPTN 5WX10Y R 2.3388 USD 02/01/2018 MS 0.05%
SWPTN LIABILITY 2YX20Y R 2.875 USD 11/18/2019 GS 0.05%
T-MOBILE USA INC 06.0000 03/01/2023 0.05%
TENNANT CO P/P 144A 05.6250 05/01/2025 0.05%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.05%
US CONCRETE INC 06.3750 06/01/2024 0.05%
USIS MERGER SUB INC P/P 144A 06.8750 05/01/2025 0.05%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.05%
ADT CORP 04.1250 06/15/2023 0.04%
ALTICE FINANCING SA P/P 144A 07.5000 05/15/2026 0.04%
ALTICE LUXEMBOURG SA REGS 06.2500 02/15/2025 0.04%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.04%
ARCELORMITTAL USD 06.1250 06/01/2025 0.04%
ARD FINANCE SA 06.6250 09/15/2023 0.04%
AUTOMATION TOOLING S P/P 144A 06.5000 06/15/2023 0.04%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.04%
BCAP 2012-RR5 4A8 01.4975 06/26/2035 0.04%
BERRY GLOBAL INC 05.5000 05/15/2022 0.04%
CALATLANTIC GROUP INC 05.8750 11/15/2024 0.04%
CALFRAC HOLDINGS LP P/P 144A 07.5000 12/01/2020 0.04%
CCO HOLDINGS LLC P/P 144A 05.1250 05/01/2027 0.04%
CEC ENT INC 08.0000 02/15/2022 0.04%
CHS/COMMUNITY HEALTH SYS 07.1250 07/15/2020 0.04%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.04%
CNG HOLDINGS INC P/P 144A 09.3750 05/15/2020 0.04%
CODERE FINANCE 2 LUXEMBO REGS 06.7500 11/01/2021 0.04%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.04%
DAKOTA MERGER SUB P/P 144A 10.7500 09/01/2024 0.04%
DIGICEL GROUP LTD P/P 144A 08.2500 09/30/2020 0.04%
ENDO FIN LLC/ENDO FI P/P 144A 05.3750 01/15/2023 0.04%
ENERGY TRANSFER/FINANCE 05.0000 10/01/2022 0.04%
EUROPCAR GROUPE SA REGS 04.1250 11/15/2024 0.04%
FHR 3072 SM 04.2533 11/15/2035 0.04%
FHR 4105 HI IO 03.5000 07/15/2041 0.04%
FHS 304 C37 IO 03.5000 12/15/2027 0.04%
FNR 2006-62 PS 30.5872 07/25/2036 0.04%
FNR 2007-53 SP 18.5089 06/25/2037 0.04%
FNR 2013-18 SB IO 04.5979 10/25/2041 0.04%
FNR 2013-23 PI IO 03.0000 10/25/2041 0.04%
FRONTIER COMM 10.5000 09/15/2022 0.04%
GENON ENERGY INC. 09.8750 10/15/2020 0.04%
GNR 2013-129 SN IO 04.6489 09/20/2043 0.04%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.04%
GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 0.04%
GRUPO TELEVISA SAB USD 06.6250 01/15/2040 0.04%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.04%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.04%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.04%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.04%
INMARSAT FINANCE PLC REGS 04.8750 05/15/2022 0.04%
INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 0.04%
KCA DEUTAG TL L+525 07.1959 05/16/2020 0.04%
KRATON POLYMERS P/P 144A 10.5000 04/15/2023 0.04%
KRONOS 2NDL L+825 09.6268 11/01/2024 0.04%
MASARIA INVESTMENTS SAU REGS 05.0000 09/15/2024 0.04%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.04%
MEG ENERGY CORP P/P 144A 06.3750 01/30/2023 0.04%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.04%
MICRON TECH INC P/P 144A 05.2500 01/15/2024 0.04%
MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024 0.04%
MURRAY ENERGY CORP P/P 144A 11.2500 04/15/2021 0.04%
NETFLIX INC P/P 144A 04.8750 04/15/2028 0.04%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.04%
ONEMAIN FIN HLDG INC P/P 144A 07.2500 12/15/2021 0.04%
OPTN FN30 3.0 01/04/18 CALL 100.03125 JPMC 0.04%
OSHKOSH CORP 05.3750 03/01/2025 0.04%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.04%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.04%
PILGRIM'S PRIDE CORP P/P 144A 05.7500 03/15/2025 0.04%
REP OF COSTA RICA P/P 144A 07.0000 04/04/2044 0.04%
REP OF INDONESIA P/P 144A 05.9500 01/08/2046 0.04%
ROYAL BK SCOTLND GRP PLC USD 03.8750 09/12/2023 0.04%
ROYAL BK SCOTLND GRP PLC USD 08.0000 12/29/2049 0.04%
SEVEN GENERATIONS P/P 144A 05.3750 09/30/2025 0.04%
SINCLAIR TELEVISION P/P 144A 05.1250 02/15/2027 0.04%
SOUTHERN STAR CENT P/P 144A 05.1250 07/15/2022 0.04%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.04%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.04%
SPRINT COMM P/P 144A 09.0000 11/15/2018 0.04%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.04%
STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 0.04%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.04%
SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP 0.04%
SWPTN 12YX10Y R 3.005 USD 11/16/2029 GS 0.04%
SWPTN 2YX5Y P 2.203 USD 06/03/2019 BA 0.04%
SWPTN 2YX5Y P 2.205 USD 06/03/2019 BC 0.04%
SWPTN 3WX10Y R 2.363 USD 01/17/2018 CI 0.04%
SWPTN 4YX1Y R 2.25 USD 08/16/2021 JP 0.04%
SWPTN 4YX1Y R 2.2625 USD 08/16/2021 BA 0.04%
SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS 0.04%
SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI 0.04%
SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP 0.04%
SWPTN LIABILITY 2YX30Y P 2.43 USD 11/13/2019 MS 0.04%
SWPTN LIABILITY 2YX30Y R 2.826 USD 11/08/2019 JP 0.04%
SWPTN LIABILITY 5WX10Y P 2.42 USD 02/01/2018 MS 0.04%
SWPTN LIABILITY 5WX10Y R 2.42 USD 02/01/2018 MS 0.04%
TALBOTS INC 1STL L+450 06.0690 03/19/2020 0.04%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.04%
TARGA RES PRTNRS 05.3750 02/01/2027 0.04%
TR OP / TR FIN P/P 144A 05.3750 09/01/2025 0.04%
TRANSDIGM INC 06.3750 06/15/2026 0.04%
UNILABS SUBHOLD REGS 05.7500 05/15/2025 0.04%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.04%
USG CORP P/P 144A 05.5000 03/01/2025 0.04%
VALEANT PHARMA P/P 144A 09.0000 12/15/2025 0.04%
VENATOR FIN SARL/VEN P/P 144A 05.7500 07/15/2025 0.04%
VERMILION ENERGY INC P/P 144A 05.6250 03/15/2025 0.04%
VNESHECONOMBANK P/P 144A 05.9420 11/21/2023 0.04%
WEATHERFORD BERMUDA 09.8750 02/15/2024 0.04%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.04%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.04%
WYNDHAM WORLDWIDE CORP 04.5000 04/01/2027 0.04%
ZF NA CAPITAL P/P 144A 04.7500 04/29/2025 0.04%
0.00 R ISWP BZDIOVRA P 01/02/2023 0.03%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.03%
A SCHULMAN INC 06.8750 06/01/2023 0.03%
ACADEMY SPORTS TLB L+400 05.5463 07/02/2022 0.03%
AIR METHODS TLB L+350 04.7964 04/21/2024 0.03%
AK STEEL CORP 06.3750 10/15/2025 0.03%
AMC ENTERTAINMENT HOLDIN 05.8750 02/15/2022 0.03%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.03%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.03%
BERRY GLOBAL INC 05.1250 07/15/2023 0.03%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.03%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.03%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.03%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.03%
CAS 2015-C02 1M2 05.5521 05/25/2025 0.03%
CBRE SERVICES INC 05.2500 03/15/2025 0.03%
CBS OUT AMER CAP LLC 05.6250 02/15/2024 0.03%
CHEMOURS CO 05.3750 05/15/2027 0.03%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 12/15/2022 0.03%
CINEMARK USA INC 05.1250 12/15/2022 0.03%
CLEAR CHNL WORLD 07.6250 03/15/2020 0.03%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.03%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.03%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.03%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.03%
CONTINENTAL RES 04.5000 04/15/2023 0.03%
CPTFEMU R 1.4275 P 08/15/27 0.03%
DISH NETWORK CV 03.3750 08/15/2026 0.03%
DYNEGY INC P/P 144A 08.1250 01/30/2026 0.03%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 0.03%
FHR 4210 PI IO 03.0000 12/15/2041 0.03%
FNR 2005-83 QP 13.3585 11/25/2034 0.03%
FNR 2008-24 SP 17.5922 02/25/2038 0.03%
FNS 378 19 IO 05.0000 06/25/2035 0.03%
GATES GLOBAL TLB L+300 04.6934 03/31/2024 0.03%
GETTY IMAGES TLB L+350 04.7500 10/18/2019 0.03%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.03%
GNR 2010-158 IP IO 04.5000 06/20/2039 0.03%
HALCON RESOURCES CORP 0.03%
HELLENIC REPUBLIC REGS 03.0000 02/24/2029 0.03%
HELLENIC REPUBLIC REGS 03.0000 02/24/2032 0.03%
HELLENIC REPUBLIC REGS 03.0000 02/24/2033 0.03%
HUB HLDG LLC/HUB HOL P/P 144A 08.1250 07/15/2019 0.03%
INTEL CORP CV 03.2500 08/01/2039 0.03%
JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 0.03%
JAZZ INVESTME USD 01.8750 08/15/2021 0.03%
JC PENNEY CORP INC 07.4000 04/01/2037 0.03%
JELD-WEN INC P/P 144A 04.6250 12/15/2025 0.03%
JELD-WEN INC P/P 144A 04.8750 12/15/2027 0.03%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.03%
JPMCC 2012-C8 E P/P 144A 04.6540 10/15/2045 0.03%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.03%
LBCMT 1999-C1 G P/P 144A 06.4100 06/15/2031 0.03%
LBUBS 2006-C6 D 05.5020 09/15/2039 0.03%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.03%
MERCER INTL INC P/P 144A 05.5000 01/15/2026 0.03%
NEIMAN MARCUS GROUP P/P 144A 08.7500 10/15/2021 0.03%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.03%
NOVA CHEMICALS CORP P/P 144A 04.8750 06/01/2024 0.03%
NOVELLUS SYS CV 02.6250 05/15/2041 0.03%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.03%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.03%
ONEMAIN FIN HLDG INC P/P 144A 06.7500 12/15/2019 0.03%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.03%
ROSE ROCK MIDSTREAM/ 05.6250 11/15/2023 0.03%
SANDRIDGE ENERGY INC 0.03%
SMURFIT KAPPA ACQ P/P 144A 04.8750 09/15/2018 0.03%
SPCM SA P/P 144A 04.8750 09/15/2025 0.03%
SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS 0.03%
SWPTN 12YX10Y P 2.725 USD 11/08/2029 GS 0.03%
SWPTN 12YX10Y P 3.005 USD 11/16/2029 GS 0.03%
SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP 0.03%
SWPTN 12YX10Y R 2.725 USD 11/08/2029 GS 0.03%
SWPTN 13WX3Y P 1.964 USD 01/08/2018 JP 0.03%
SWPTN 2MX10Y R 2.28 USD 02/22/2018 CI 0.03%
SWPTN 2MX10Y R 2.298 USD 01/30/2018 CI 0.03%
SWPTN 2YX8Y R 2.5925 USD 01/24/2019 BA 0.03%
SWPTN 3MX5Y P 0.303 EUR 03/19/2018 MS 0.03%
SWPTN 5WX10Y P 2.5012 USD 02/01/2018 MS 0.03%
SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI 0.03%
SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP 0.03%
SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS 0.03%
SWPTN LIABILITY 2YX20Y P 2.584 USD 11/08/2019 GS 0.03%
SWPTN LIABILITY 2YX20Y R 2.584 USD 11/08/2019 GS 0.03%
SWPTN LIABILITY 2YX30Y P 2.615 USD 11/12/2019 CI 0.03%
SWPTN LIABILITY 2YX30Y R 2.615 USD 11/12/2019 CI 0.03%
T-MOBILE USA INC 05.3750 04/15/2027 0.03%
TECK RESOURCES LIMITED USD 04.7500 01/15/2022 0.03%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.03%
THE AES CORPORATION 04.8750 05/15/2023 0.03%
THE NEIMAN MARCUS GROUP LLC 07.1250 06/01/2028 0.03%
VALEANT PHARMACEUTIC P/P 144A 05.5000 03/01/2023 0.03%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.03%
WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 0.03%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.03%
WERNER TLB L+400 05.0000 07/24/2024 0.03%
WHITING PETROLEUM C P/P 144A 06.6250 01/15/2026 0.03%
-0.15 R ISWP FWD CHL6M P 03/21/2023 0.02%
2.25 R ISWP FWD US0003M P 03/21/2023 0.02%
7.48 R ISWP JIBA3M P 10/31/2020 0.02%
AMC ENT HOLDIN 05.8750 11/15/2026 0.02%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.02%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.02%
AUD/USD 01/17/2018 UBS 0.02%
BAYTEX ENERGY CORP P/P 144A 05.1250 06/01/2021 0.02%
BLACKSTONE MORTGAGE TR CV 05.2500 12/01/2018 0.02%
BWAY CORP TLB L+325 04.9580 04/03/2024 0.02%
CAD/USD 01/17/2018 JPMCB 0.02%
CAESARS ENTERTAINMENT CORP 0.02%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.02%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.02%
CAS 2014-C02 1M2 04.1521 05/25/2024 0.02%
CCC INFO 2NDL L+675 08.3190 03/30/2025 0.02%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.02%
CENTENE CORP 04.7500 01/15/2025 0.02%
CENTURYLINK INC 05.6250 04/01/2020 0.02%
CHC GRP LLC/FIN P/P USD 00.0000 10/01/2020 0.02%
CHEMOURS CO 07.0000 05/15/2025 0.02%
CHESAPEAKE ENERGY CO P/P 144A 08.0000 06/15/2027 0.02%
CINEMARK USA INC 04.8750 06/01/2023 0.02%
CIT GROUP INC P/P 144A 05.5000 02/15/2019 0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.02%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.02%
COLONY STARWO P/P 144A CV 03.5000 01/15/2022 0.02%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.02%
CPTFEMU R 1.3013 P 10/15/22 0.02%
CPTFEMU R 1.42 P 08/15/27 0.02%
CPTFEMU R 1.4475 P 09/15/27 0.02%
CPURNSA R 1.89 P 07/05/22 0.02%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.02%
DIAMONDBACK ENERGY INC 04.7500 11/01/2024 0.02%
DYCOM IND INC CV 00.7500 09/15/2021 0.02%
ENDEAVOR ENERGY P/P 144A 05.5000 01/30/2026 0.02%
ENERGY TRANSFER EQUITY 05.5000 06/01/2027 0.02%
EP ENER/EVEREST ACQ P/P 144A 08.0000 02/15/2025 0.02%
EP ENER/EVEREST P/P 144A 08.0000 11/29/2024 0.02%
EURONET WORLD CV 01.5000 10/01/2044 0.02%
FHR 3408 EK 19.8497 04/15/2037 0.02%
FNR 2005-75 GS 15.5936 08/25/2035 0.02%
GMACC 2004-C3 B 04.9650 12/10/2041 0.02%
GNR 2010-35 UI IO 05.0000 03/20/2040 0.02%
GNR 2014-108 IP IO 04.5000 12/20/2042 0.02%
HCA INC. 07.5000 02/15/2022 0.02%
HELLENIC REPUBLIC REGS 03.0000 02/24/2025 0.02%
INFOR US INC P/P 144A 05.7500 08/15/2020 0.02%
ISTAR INC 05.2500 09/15/2022 0.02%
ISTAR INC 06.0000 04/01/2022 0.02%
ITRON INC P/P 144A 05.0000 01/15/2026 0.02%
JACOBS ENT INC P/P 144A 07.8750 02/01/2024 0.02%
JPMCC 2006-LDP7 B 05.9459 04/17/2045 0.02%
JPMCC 2007-CB20 B P/P 144A 06.2772 02/12/2051 0.02%
LIBERTY EXPEDIA HOLD INC 144A 0.02%
LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 0.02%
LIBERTY MEDIA CV 01.3750 10/15/2023 0.02%
MATALAN FINANCE PLC REGS 06.8750 06/01/2019 0.02%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.02%
MERCER INTL INC USD 07.7500 12/01/2022 0.02%
MGM GROWTH/MGM FIN P/P 144A 04.5000 01/15/2028 0.02%
MICRON TECH CV 01.6250 02/15/2033 0.02%
MICRON TECHNO CV 03.0000 11/15/2043 0.02%
NEIMAN MARCUS GROUP P/P 144A 08.0000 10/15/2021 0.02%
NEW GOLD INC P/P 144A 06.3750 05/15/2025 0.02%
NORTHWEST ACQ/DOMIN P/P 144A 07.1250 11/01/2022 0.02%
NOVAFIVES REGS 04.5000 06/30/2021 0.02%
NRG ENERGY INC P/P 144A 05.7500 01/15/2028 0.02%
ON SEMICONDUC CV 01.0000 12/01/2020 0.02%
OPTN FN30 3.0 02/06/18 CALL 100.0 JPMC 0.02%
OPTN FN30 3.0 02/06/18 CALL 100.03125 JPMC 0.02%
OPTN FN30 3.0 02/06/18 CALL 99.8125 JPMC 0.02%
OPTN FN30 3.0 02/06/18 CALL 99.875 JPMC 0.02%
OPTN FN30 3.0 03/06/18 PUT 99.3359375 JPMC 0.02%
PETSMART INC TLB L+300 04.2460 03/11/2022 0.02%
PRECISION DRILLING CORP USD 07.7500 12/15/2023 0.02%
PRICELINE GRP INC/THE CV 01.0000 03/15/2018 0.02%
PROVINCIA DE BUENOS P/P 144A 10.8750 01/26/2021 0.02%
QUEBECOR MEDIA INC USD 05.7500 01/15/2023 0.02%
REALPAGE INC P/P 144A CV 01.5000 11/15/2022 0.02%
REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 0.02%
REVLON CONSUMER PRODS 05.7500 02/15/2021 0.02%
ROBERTSHAW 1STL L+450 05.7500 08/10/2024 0.02%
SALESFORCE.CO CV 00.2500 04/01/2018 0.02%
SERVICE CORP INTL 04.6250 12/15/2027 0.02%
SESI LLC 07.1250 12/15/2021 0.02%
SPRINGLEAF FINANCE CORP 05.2500 12/15/2019 0.02%
SPRINGLEAF FINANCE CORP 08.2500 12/15/2020 0.02%
STANDARD IND INC P/P 144A 06.0000 10/15/2025 0.02%
STARWOOD PROP TR CV 04.0000 01/15/2019 0.02%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.02%
STEEL DYNAMICS INC P/P 144A 04.1250 09/15/2025 0.02%
SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS 0.02%
SWPTN 1YX1Y R 0.882 GBP 11/05/2018 JP 0.02%
SWPTN 1YX5Y R 2.695 USD 10/04/2018 GS 0.02%
SWPTN 2MX10Y P 2.526 USD 01/30/2018 CI 0.02%
SWPTN 2YX10Y P 2.2525 USD 11/12/2019 JP 0.02%
SWPTN 2YX10Y P 2.47 USD 11/08/2019 GS 0.02%
SWPTN 2YX10Y R 2.47 USD 11/08/2019 GS 0.02%
SWPTN 2YX10Y R 2.7725 USD 11/18/2019 GS 0.02%
SWPTN 2YX5Y R 2.203 USD 06/03/2019 BA 0.02%
SWPTN 2YX5Y R 2.205 USD 06/03/2019 BC 0.02%
SWPTN 2YX8Y P 2.5925 USD 01/24/2019 BA 0.02%
SWPTN 3MX2Y P -0.152 EUR 02/21/2018 MS 0.02%
SWPTN 3MX2Y P -0.154 EUR 02/21/2018 GS 0.02%
SWPTN 3WX10Y P 2.493 USD 01/17/2018 CI 0.02%
SWPTN 5WX10Y R 2.33875 USD 01/26/2018 CS 0.02%
SWPTN 6MX30Y R 2.485 USD 03/26/2018 GS 0.02%
SWPTN LIABILITY 2YX20Y P 2.875 USD 11/18/2019 GS 0.02%
SWPTN LIABILITY 2YX30Y P 2.826 USD 11/08/2019 JP 0.02%
SWPTN LIABILITY 2YX30Y R 2.43 USD 11/13/2019 MS 0.02%
T-MOBILE USA INC. 04.0000 04/15/2022 0.02%
TALBOTS INC 2NDL L+850 10.0690 03/19/2021 0.02%
TARGA RES PRTNRS 05.1250 02/01/2025 0.02%
TECK RESOURCES LIMITED USD 03.7500 02/01/2023 0.02%
TERADYNE INC CV 01.2500 12/15/2023 0.02%
TMX FIN/TITLEMAX P/P 144A 08.5000 09/15/2018 0.02%
TRANSDIGM INC 06.5000 05/15/2025 0.02%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 0.02%
VALEANT PHARMA P/P 144A 05.3750 03/15/2020 0.02%
VALEANT PHARMA P/P 144A 05.5000 11/01/2025 0.02%
VALEANT PHARMA P/P 144A 06.5000 03/15/2022 0.02%
VIRGIN MEDIA SECURED FIN REGS 05.1250 01/15/2025 0.02%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.02%
WPX ENERGY INC 08.2500 08/01/2023 0.02%
ZIGGO BOND FIN BV P/P 144A 04.6250 01/15/2025 0.02%
-0.245 R ISWP SES3M P 11/10/2019 0.01%
-0.246 R ISWP SES3M P 11/10/2019 0.01%
0.00 R ISWP BZDIOVRA P 01/04/2021 0.01%
0.766 R ISWP GBL6M P 09/15/2019 0.01%
0.85 R ISWP FWD GBL6M P 12/20/2019 0.01%
2.427 R ISWP AUDBB6M P 11/03/2022 0.01%
2.4685 R ISWP US0003M P 12/27/2027 0.01%
2.74875 R ISWP FWD US0003M P 10/27/2027 0.01%
3.20 R ISWP FWD NFIX3MID P 03/21/2028 0.01%
AEROJET ROCK CV 02.2500 12/15/2023 0.01%
AIR TRANSPORT P/P 144A CV 01.1250 10/15/2024 0.01%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.01%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.01%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.01%
ANTERO RESOURCES FIN 05.1250 12/01/2022 0.01%
AUD/USD 01/17/2018 GSFX 0.01%
BIOMARIN PHARMA CV 01.5000 10/15/2020 0.01%
BON-TON DEPT STORES 08.0000 06/15/2021 0.01%
CAD/USD 01/17/2018 BCAP-FX 0.01%
CAD/USD 01/17/2018 SSBT 0.01%
CARBONITE INC P/P 144A CV 02.5000 04/01/2022 0.01%
CEMEX SAB DE CV USD 03.7200 03/15/2020 0.01%
CHESAPEAKE EN P/P 144A CV 05.5000 09/15/2026 0.01%
CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 0.01%
CITRIX SYSTEM CV 00.5000 04/15/2019 0.01%
CLOVIS INC CV 02.5000 09/15/2021 0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.01%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.01%
CPG INTL TL L+375 05.0828 05/05/2024 0.01%
CPTFEMU R 1.305 P 10/15/22 0.01%
CPURNSA R 1.9225 P 07/03/22 0.01%
CSMC 2006-C5 AX IO 00.6661 12/15/2039 0.01%
CYPRESS SEMIC CV 04.5000 01/15/2022 0.01%
DENBURY RESOURCES INC 06.3750 08/15/2021 0.01%
ELECTRONICS F CV 00.7500 09/01/2019 0.01%
ENCORE CAPITA CV 03.0000 07/01/2020 0.01%
EUR/USD 03/21/2018 SSBT 0.01%
EUR/USD 03/21/2018 UBS 0.01%
EVERBRIDGE INC CV 01.5000 11/01/2022 0.01%
FINISAR CORP CV 00.5000 12/15/2036 0.01%
FNGT 2000-T6 IO IO 00.7166 11/25/2040 0.01%
FNS 374 6 IO 05.5000 08/25/2036 0.01%
FRONTIER COMM 11.0000 09/15/2025 0.01%
FSPC T-57 1AX IO 00.3645 07/25/2043 0.01%
FTS INTL INC P/P 144A 09.0885 06/15/2020 0.01%
GNR 2010-168 PI IO 04.5000 11/20/2039 0.01%
GNR 2011-18 PI IO 04.5000 08/20/2040 0.01%
GNR 2011-41 BI IO 05.0000 05/20/2040 0.01%
GNR 2013-130 IB IO 05.0000 12/20/2040 0.01%
GREENBRIER C P/P 144A CV 02.8750 02/01/2024 0.01%
HALYARD HEALTH INC 06.2500 10/15/2022 0.01%
HELLENIC REPUBLIC REGS 03.0000 02/24/2040 0.01%
HERCULES CAPI P/P 144A CV 04.3750 02/01/2022 0.01%
HERITAGE INS P/P 144A CV 05.8750 08/01/2037 0.01%
HORIZON GLOBAL CORP CV 02.7500 07/01/2022 0.01%
HUBSPOT INC P/P 144A CV 00.2500 06/01/2022 0.01%
IAC FINANCECO P/P 144A CV 00.8750 10/01/2022 0.01%
ICAHN ENTER/FIN 06.0000 08/01/2020 0.01%
IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 0.01%
II-VI INC P/P 144A CV 00.2500 09/01/2022 0.01%
IMPAX LABORAT CV 02.0000 06/15/2022 0.01%
INPHI CORP P/P CV 00.7500 09/01/2021 0.01%
INTEGRATED DE CV 00.8750 11/15/2022 0.01%
INTELSAT JACKSON HLDG USD 07.5000 04/01/2021 0.01%
INTELSAT LUXEMB USD 07.7500 06/01/2021 0.01%
J2 GLOBAL COMM CV 03.2500 06/15/2029 0.01%
JAZZ US HOLDINGS INC CV 08.0000 12/31/2018 0.01%
KAMAN CORP P/P 144A CV 03.2500 05/01/2024 0.01%
LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 0.01%
LIBERTY MEDIA CV 02.2500 09/30/2046 0.01%
LIVE NATION E CV 02.5000 05/15/2019 0.01%
MACQUARIE INFRASTRUCTU CV 02.0000 10/01/2023 0.01%
MEDICINES CO CV 02.7500 07/15/2023 0.01%
MEG ENERGY CORP P/P 144A 07.0000 03/31/2024 0.01%
MEG ENERGY TLB L+350 05.2000 12/31/2023 0.01%
MEZZ 2007-C5 X IO P/P 144A 05.8645 12/15/2049 0.01%
MOLINA HEALTHCARE IN P/P 144A 04.8750 06/15/2025 0.01%
NAVISTAR INTL CV 04.7500 04/15/2019 0.01%
NEVRO CORP CV 01.7500 06/01/2021 0.01%
NEWFIELD EXPLORATION CO 05.7500 01/30/2022 0.01%
NICE SYS INC P/P 144A CV 01.2500 01/15/2024 0.01%
NINE POINT ENERGY CNV PRF 0.01%
NOK/USD 03/21/2018 BANKAM 0.01%
NOK/USD 03/21/2018 JPMCB 0.01%
NOK/USD 03/21/2018 SSBT 0.01%
NOK/USD 03/21/2018 UBS 0.01%
NORBORD INC P/P 144A 06.2500 04/15/2023 0.01%
NOVELIS CORP P/P 144A 05.8750 09/30/2026 0.01%
NXP SEMICONDUCTORS USD 01.0000 12/01/2019 0.01%
NZD/USD 01/17/2018 HSBCB 0.01%
OASIS PETROLEUM INC CV 02.6250 09/15/2023 0.01%
OPTN FN30 2.5 01/04/18 CALL 96.595703125 JPMC 0.01%
OPTN FN30 3.0 03/06/18 PUT 99.0859375 JPMC 0.01%
OPTN FN30 3.0 03/06/18 PUT 99.2109375 JPMC 0.01%
OSI SYS INC P/P 144A CV 01.2500 09/01/2022 0.01%
PACIRA PHARMA P/P 144A CV 02.3750 04/01/2022 0.01%
PACTIV LLC 08.3750 04/15/2027 0.01%
PETSMART INC P/P 144A 07.1250 03/15/2023 0.01%
PRICELINE GRO CV 00.9000 09/15/2021 0.01%
PROOFPOINT IN CV 00.7500 06/15/2020 0.01%
RED HAT INC CV 00.2500 10/01/2019 0.01%
REGAL ENTERTAINMENT GRP 05.7500 06/15/2023 0.01%
ROBERTSHAW 2NDL L+900 10.5000 02/04/2025 0.01%
SCORPIO TANKERS INC P/P 144A 02.3750 07/01/2019 0.01%
SEK/USD 03/21/2018 BANKAM 0.01%
SERVICENOW CV 00.0000 11/01/2018 0.01%
SM ENERGY CO 06.5000 01/01/2023 0.01%
SOLENIS 2NDL L+675 08.2288 07/31/2022 0.01%
SQUARE INC P/P 144A CV 00.3750 03/01/2022 0.01%
STEEL DYNAMICS INC 05.2500 04/15/2023 0.01%
SUCAMPO PHARM CV 03.2500 12/15/2021 0.01%
SWPTN 1MX10Y P 2.478 USD 01/11/2018 CI 0.01%
SWPTN 1MX10Y R 2.318 USD 01/11/2018 CI 0.01%
SWPTN 1YX1Y R 1.919 USD 08/15/2018 JP 0.01%
SWPTN 1YX1Y R 1.9325 USD 08/16/2018 BA 0.01%
SWPTN 2YX10Y P 2.7725 USD 11/18/2019 GS 0.01%
SWPTN 2YX10Y R 2.2525 USD 11/12/2019 JP 0.01%
SWPTN 2YX3Y P 2.43 USD 02/15/2019 BC 0.01%
SWPTN 2YX3Y R 2.43 USD 02/15/2019 BC 0.01%
SWPTN 2YX5Y P 2.155 USD 11/13/2019 MS 0.01%
SWPTN 2YX5Y P 2.34 USD 11/12/2019 CI 0.01%
SWPTN 2YX5Y R 2.553 USD 11/08/2019 JP 0.01%
SWPTN 6MX10Y R 2.27 USD 03/26/2018 GS 0.01%
SWPTN LIABILITY 2YX20Y R 2.36 USD 11/12/2019 JP 0.01%
TELADOC INC P/P 144A CV 03.0000 12/15/2022 0.01%
TENNECO INC 05.0000 07/15/2026 0.01%
TESLA INC CV 01.2500 03/01/2021 0.01%
TIAAC 2003-1A E 144A 08.0000 12/28/2038 0.01%
TTM TECHNOLOGIES INC CV 01.7500 12/15/2020 0.01%
TWITTER INC CV 01.0000 09/15/2021 0.01%
VALEANT PHARMA P/P 144A 05.6250 12/01/2021 0.01%
VALEANT PHARMA TLB1 L+350 04.7635 04/01/2022 0.01%
VECTOR GROUP LTD CV 01.7500 04/15/2020 0.01%
VICI PROP 1 / VICI FC 08.0000 10/15/2023 0.01%
WAYFAIR INC P/P 144A CV 00.3750 09/01/2022 0.01%
WEATHERFORD BERMUDA 08.2500 06/15/2023 0.01%
WHITING PETRO CV 01.2500 04/01/2020 0.01%
WHITING PETROLEUM CORP 05.0000 03/15/2019 0.01%
WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.01%
WORKDAY INC P/P 144A CV 00.2500 10/01/2022 0.01%
WRIGHT MEDCL CV 02.0000 02/15/2020 0.01%
-0.104 R ISWP FWD EONIA P 02/18/2020 0.00%
-0.124 R ISWP FWD EONIA P 02/18/2020 0.00%
-0.2225 R ISWP SES3M P 11/13/2019 0.00%
-0.23 R ISWP SES3M P 11/13/2019 0.00%
-0.526 R ISWP CHL6M P 10/02/2019 0.00%
-0.528 R ISWP CHL6M P 09/29/2019 0.00%
-0.53 R ISWP CHL6M P 10/06/2019 0.00%
0.00 R ISWP BZDIOVRA P 01/02/2023 0.00%
0.00 R ISWP BZDIOVRA P 01/02/2023 0.00%
0.00 R ISWP BZDIOVRA P 01/04/2021 0.00%
0.09 R ISWP JPL6M P 12/19/2022 0.00%
0.21 R ISWP EURIBOR6MD P 04/26/2022 0.00%
0.21 R ISWP EURIBOR6MD P 05/04/2022 0.00%
0.25 R ISWP FWD CHL6M P 03/21/2028 0.00%
0.29 R ISWP JPL6M P 12/19/2027 0.00%
1.125 R ISWP SES3M P 11/10/2027 0.00%
1.13 R ISWP SES3M P 11/10/2027 0.00%
1.1575 R ISWP SES3M P 11/13/2027 0.00%
1.16 R ISWP SES3M P 11/13/2027 0.00%
1.41 R ISWP FWD EUR006M P 12/20/2067 0.00%
1.85 R ISWP FWD EUR006M P 12/20/2047 0.00%
2.1725 R ISWP KRW3MCD P 12/13/2027 0.00%
2.30 R ISWP FWD CDOR03 P 03/21/2028 0.00%
2.3575 R ISWP US0003M P 12/20/2027 0.00%
2.40 R ISWP FWD US0003M P 03/21/2028 0.00%
2.4525 R ISWP AUDBB6M P 11/15/2022 0.00%
2.55 R ISWP FWD US0003M P 03/21/2048 0.00%
2.70 R ISWP FWD NFIX3MID P 03/21/2023 0.00%
3.925 P ISWP MYR-KLI3M R 12/12/2022 JP 0.00%
6.715 R ISWP IN00O/N P 12/22/2022 0.00%
8.12 R ISWP MXIBTIIE P 12/24/2026 0.00%
8.20 R ISWP MXIBTIIE P 01/07/2027 0.00%
ALLIANT HOLD / CO-IS P/P 144A 08.2500 08/01/2023 0.00%
AUD/USD 01/17/2018 JPMCB 0.00%
AUD/USD 01/17/2018 RBSF 0.00%
AVAYA INC ESCROW P/P 144A 07.0000 04/01/2019 0.00%
BACM 2007-5 XW IO P/P 144A 00.0092 02/10/2051 0.00%
BSCMS 06-PW14 XW IO P/P 144A 00.3351 12/11/2038 0.00%
CAD/USD 01/17/2018 GSFX 0.00%
CD 2007-CD5 XS IO 144A 00.0000 11/15/2044 0.00%
CHC GROUP LLC P/P 0.00%
CHF/USD 03/21/2018 BCAP-FX 0.00%
CHF/USD 03/21/2018 JPMCB 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CONCORDIA INTL P/P 144A 07.0000 04/15/2023 0.00%
CPURNSA P 2.19 R 12/06/27 0.00%
CPURNSA P 2.1939 R 12/21/27 0.00%
CPURNSA R 2.05 P 12/06/22 0.00%
CPURNSA R 2.068 P 12/21/22 0.00%
ESC SEVENTYSEVENERG 06.5000 07/15/2022 0.00%
EUR/USD 03/21/2018 BANKAM 0.00%
EUR/USD 03/21/2018 BCAP-FX 0.00%
EUR/USD 03/21/2018 GSFX 0.00%
EUR/USD 03/21/2018 HSBCB 0.00%
EUR/USD 03/21/2018 JPMCB 0.00%
EURO-OAT FUTURE MAR18 OATH8 0.00%
FHR 3326 WF 00.0000 10/15/2035 0.00%
FNR 1999-51 N PO 00.0000 09/17/2029 0.00%
FNS 366 22 IO 04.5000 10/25/2035 0.00%
GBP/USD 03/21/2018 BCAP-FX 0.00%
GBP/USD 03/21/2018 CITI 0.00%
GBP/USD 03/21/2018 GSFX 0.00%
GBP/USD 03/21/2018 JPMCB 0.00%
GBP/USD 03/21/2018 SSBT 0.00%
GBP/USD 03/21/2018 UBS 0.00%
GNR 2006-36 OD PO 00.0000 07/16/2036 0.00%
GNR 2011-140 BI IO 04.5000 12/20/2040 0.00%
GNR 2013-16 IB IO 05.0000 10/20/2040 0.00%
GSMS 2005-GG4 XC IO P/P 144A 01.3716 07/10/2039 0.00%
HALCON RESOURCES CORP - WARRA 0.00%
INTELSAT CONNECT FIN P/P 144A 12.5000 04/01/2022 0.00%
INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 0.00%
INTL LEASE FINANCE CORP 05.8750 08/15/2022 0.00%
IOS.FN30.300.13 P USL1M R 01/12/44 GS 0.00%
IOS.FN30.350.12 P USL1M R 01/12/43 GS 0.00%
IOS.FN30.350.12 P USL1M R 01/12/43 JP 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 BC 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 CS 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 CS 0.00%
IOS.FN30.350.12 R USL1M P 01/12/43 CS 0.00%
IOS.FN30.350.13 P US0001M R 01/12/44 JP 0.00%
IOS.FN30.350.13 R USL1M P 01/12/44 CS 0.00%
IOS.FN30.350.13 R USL1M P 01/12/44 CS 0.00%
IOS.FN30.350.13 R USL1M P 01/12/44 GS 0.00%
IOS.FN30.350.13 R USL1M P 01/12/44 GS 0.00%
IOS.FN30.350.13 R USL1M P 01/12/44 GS 0.00%
IOS.FN30.350.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.09 R USL1M P 01/12/40 GS 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 BC 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 CS 0.00%
IOS.FN30.400.10 P USL1M R 01/12/41 GS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 CS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 CS 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 JP 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 JP 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 JP 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 JP 0.00%
IOS.FN30.400.11 P USL1M R 01/12/42 JP 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 BC 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.11 R USL1M P 01/12/42 GS 0.00%
IOS.FN30.400.13 R USL1M P 01/12/44 JP 0.00%
IOS.FN30.400.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.14 R USL1M P 01/12/45 CS 0.00%
IOS.FN30.400.14 R USL1M P 01/12/45 GS 0.00%
IOS.FN30.400.14 R USL1M P 01/12/45 GS 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 BC 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 CS 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 CS 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 GS 0.00%
IOS.FN30.500.10 P USL1M R 01/12/41 JP 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 BC 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.600.08 R USL1M P 01/12/39 GS 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 BC 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
IOS.FN30.650.67 R USL1M P 01/12/38 GS 0.00%
IOS.GII30.500.10 P USL1M R 01/12/41 JP 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 CS 0.00%
IOS.GII30.500.10 R USL1M P 01/12/41 CS 0.00%
JPMCC 07-CB20 X1 IO P/P 144A 00.0000 02/12/2051 0.00%
JPY/USD 02/22/2018 CITI 0.00%
JPY/USD 02/22/2018 HSBCB 0.00%
JPY/USD 02/22/2018 JPMCB 0.00%
JPY/USD 02/22/2018 RBSF 0.00%
JPY/USD 02/22/2018 WPAC 0.00%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.400.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.450.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.09 R USL1M P 01/12/40 BC 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CI 0.00%
MBX.FN30.500.10 R USL1M P 01/12/41 CS 0.00%
MBX.FN30.600.08 P USL1M R 01/12/39 BC 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 BC 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 CS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 DE 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.FN30.650.67 P USL1M R 01/12/38 GS 0.00%
MBX.GII30.500.10 R USL1M P 01/12/41 BC 0.00%
MEZZ 2004-C1 X IO P/P 144A 09.3210 01/15/2037 0.00%
MILAGRO OIL & GAS 0.00%
MXN/USD 01/17/2018 HSBCB 0.00%
NEUROCRINE P/P 144A CV 02.2500 05/15/2024 0.00%
NINE POINT ENERGY COM 0.00%
NOK/USD 03/21/2018 CITI 0.00%
NOK/USD 03/21/2018 GSFX 0.00%
NOK/USD 03/21/2018 RBSF 0.00%
OPTN FN30 3.0 02/06/18 CALL 100.8046875 JPMC 0.00%
OPTN FN30 3.0 02/06/18 CALL 100.859375 JPMC 0.00%
OPTN FN30 3.0 03/06/18 PUT 98.0859375 JPMC 0.00%
PRECISION DRILL USD 05.2500 11/15/2024 0.00%
SEK/USD 03/21/2018 CITI 0.00%
SEK/USD 03/21/2018 CSI-FX 0.00%
SPEC BRNDS ESCROW CO 06.6250 11/15/2022 0.00%
STRIP 2003-1A N P/P 144A 05.0000 03/24/2018 0.00%
SWPTN 13WX10Y P 2.4115 USD 01/08/2018 JP 0.00%
SWPTN 13WX10Y R 2.3205 USD 01/08/2018 JP 0.00%
SWPTN 13WX3Y R 1.964 USD 01/08/2018 JP 0.00%
SWPTN 1YX1Y R 1.9175 USD 10/04/2018 GS 0.00%
SWPTN 1YX5Y P 1.091 EUR 07/13/2018 CI 0.00%
SWPTN 1YX5Y P 1.291 EUR 07/13/2018 CI 0.00%
SWPTN 2YX5Y P 2.553 USD 11/08/2019 JP 0.00%
SWPTN 2YX5Y R 2.155 USD 11/13/2019 MS 0.00%
SWPTN 2YX5Y R 2.34 USD 11/12/2019 CI 0.00%
SWPTN 3MX2Y R -0.152 EUR 02/21/2018 MS 0.00%
SWPTN 3MX2Y R -0.154 EUR 02/21/2018 GS 0.00%
SWPTN 3MX5Y R 0.185 EUR 02/21/2018 GS 0.00%
SWPTN 3MX5Y R 0.189 EUR 02/21/2018 MS 0.00%
SWPTN 5WX10Y P 2.505 USD 01/08/2018 CI 0.00%
SWPTN 5WX10Y P 2.63625 USD 01/26/2018 CS 0.00%
SWPTN 5WX10Y R 2.205 USD 01/08/2018 CI 0.00%
SWPTN 6MX1Y R 1.85125 USD 04/30/2018 MS 0.00%
SWPTN 6MX1Y R 1.9175 USD 03/26/2018 CI 0.00%
SWPTN 6MX1Y R 2.01 USD 04/30/2018 MS 0.00%
SWPTN 6MX1Y R 2.05 USD 03/26/2018 CI 0.00%
SWPTN 7WX10Y R 2.218 USD 01/12/2018 GS 0.00%
SWPTN 7WX10Y R 2.2875 USD 01/12/2018 GS 0.00%
SWPTN 8WX10Y P 2.68675 USD 01/26/2018 GS 0.00%
SWPTN 8WX10Y R 2.10125 USD 01/26/2018 GS 0.00%
SWPTN LIABILITY 2YX5Y P 2.553 USD 11/08/2019 JP 0.00%
SWPTN LIABILITY 2YX5Y R 2.155 USD 11/13/2019 MS 0.00%
TERVITA CORP CLASS A 0.00%
TEXAS COHLD TCEH ESCROW 11.5000 10/01/2020 0.00%
TRIBUNE CLASS 1C LITIGAT 0.00%
TXU TCEH RIGHTS 0.00%
USD/JPY PUT 103.00 20180109 JPMCB 0.00%
USD/JPY PUT 107.00 20180109 JPMCB 0.00%
WBCMT 2007-C34 IO IO 00.1486 05/15/2046 0.00%
0.00 R ISWP BZDIOVRA P 01/02/2019 -0.01%
0.00 R ISWP BZDIOVRA P 01/02/2019 -0.01%
0.40 R ISWP FWD SES3M P 03/21/2023 -0.01%
1.10 R ISWP FWD GBL6M P 03/21/2023 -0.01%
1.35 R ISWP FWD GBL6M P 03/21/2028 -0.01%
1.61375 R ISWP FWD EUR006M P 10/27/2027 -0.01%
2.02 R ISWP CDOR03 P 11/02/2022 -0.01%
2.0525 R ISWP CDOR03 P 11/14/2022 -0.01%
2.75 R ISWP FWD AUDBB6M P 03/21/2028 -0.01%
8.365 R ISWP JIBA3M P 10/31/2027 -0.01%
AUD/USD 01/17/2018 BANKAM -0.01%
AUD/USD 01/17/2018 BCAP-FX -0.01%
BRL/USD 04/03/2018 CITI -0.01%
BRL/USD 04/03/2018 GSFX -0.01%
CAD/USD 01/17/2018 UBS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.01%
JPY/USD 02/22/2018 BCAP-FX -0.01%
JPY/USD 02/22/2018 CSI-FX -0.01%
JPY/USD 02/22/2018 GSFX -0.01%
JPY/USD 02/22/2018 SSBT -0.01%
MBX.FN30.500.10 R USL1M P 01/12/41 BC -0.01%
NOK/USD 03/21/2018 BCAP-FX -0.01%
NOK/USD 03/21/2018 CSI-FX -0.01%
OPTN FN30 2.5 01/04/18 PUT 96.595703125 JPMC -0.01%
OPTN FN30 3.0 02/06/18 CALL 100.21484375 JPMC -0.01%
OPTN FN30 3.0 02/06/18 CALL 100.2890625 JPMC -0.01%
OPTN FN30 3.0 02/06/18 CALL 100.40234375 JPMC -0.01%
OPTN FN30 3.0 02/06/18 CALL 100.4453125 JPMC -0.01%
OPTN FN30 3.0 02/06/18 CALL 100.6171875 JPMC -0.01%
OPTN FN30 3.0 02/06/18 CALL 100.703125 JPMC -0.01%
OPTN FN30 3.0 03/06/18 PUT 98.2109375 JPMC -0.01%
OPTN FN30 3.0 03/06/18 PUT 98.3359375 JPMC -0.01%
OPTN FN30 3.0 03/06/18 PUT 98.5859375 JPMC -0.01%
OPTN FN30 3.0 03/06/18 PUT 98.7109375 JPMC -0.01%
OPTN FN30 3.0 03/06/18 PUT 98.8359375 JPMC -0.01%
SEK/USD 03/21/2018 BCAP-FX -0.01%
SEK/USD 03/21/2018 GSFX -0.01%
SEK/USD 03/21/2018 JPMCB -0.01%
SEK/USD 03/21/2018 SSBT -0.01%
SEK/USD 03/21/2018 UBS -0.01%
SWPTN 1YX1Y R 2.25 USD 08/15/2018 JP -0.01%
SWPTN 1YX1Y R 2.2625 USD 08/16/2018 BA -0.01%
SWPTN 2MX10Y P 2.675 USD 02/22/2018 CI -0.01%
SWPTN 7WX10Y R 2.357 USD 01/12/2018 GS -0.01%
SWPTN LIABILITY 2YX10Y P 2.7725 USD 11/18/2019 GS -0.01%
SWPTN LIABILITY 2YX10Y R 2.2525 USD 11/12/2019 JP -0.01%
SWPTN LIABILITY 2YX5Y P 2.155 USD 11/13/2019 MS -0.01%
SWPTN LIABILITY 2YX5Y P 2.34 USD 11/12/2019 CI -0.01%
SWPTN LIABILITY 2YX5Y R 2.34 USD 11/12/2019 CI -0.01%
SWPTN LIABILITY 2YX5Y R 2.553 USD 11/08/2019 JP -0.01%
1.863 R ISWP FWD GBL6M P 09/22/2032 -0.02%
1.90 R ISWP FWD NOKOIB6M P 03/21/2028 -0.02%
2.30 R ISWP FWD US0003M P 03/21/2023 -0.02%
2.48 R ISWP FWD US0003M P 02/26/2028 -0.02%
2.48875 R ISWP FWD US0003M P 01/30/2028 -0.02%
AUD/USD 01/17/2018 SSBT -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CPURNSA P 2.05 R 07/05/27 -0.02%
CPURNSA P 2.085 R 07/03/27 -0.02%
JPY/USD 02/22/2018 UBS -0.02%
NZD/USD 01/17/2018 JPMCB -0.02%
NZD/USD 01/17/2018 RBSF -0.02%
RUB/USD 03/21/2018 BANKAM -0.02%
SEK/USD 03/21/2018 RBSF -0.02%
SWPTN 1MX10Y P 2.398 USD 01/11/2018 CI -0.02%
SWPTN 1MX10Y R 2.398 USD 01/11/2018 CI -0.02%
SWPTN 1YX1Y P 2.25 USD 08/15/2018 JP -0.02%
SWPTN 1YX1Y P 2.2625 USD 08/16/2018 BA -0.02%
SWPTN 1YX1Y R 2.3025 USD 10/04/2018 GS -0.02%
SWPTN 2YX1Y R 1.919 USD 08/15/2019 JP -0.02%
SWPTN 2YX1Y R 1.9325 USD 08/16/2019 BA -0.02%
SWPTN 2YX20Y P 2.875 USD 11/18/2019 GS -0.02%
SWPTN 2YX20Y R 2.36 USD 11/12/2019 JP -0.02%
SWPTN 2YX30Y P 2.615 USD 11/12/2019 CI -0.02%
SWPTN 2YX30Y P 2.826 USD 11/08/2019 JP -0.02%
SWPTN 2YX30Y R 2.43 USD 11/13/2019 MS -0.02%
SWPTN 2YX30Y R 2.615 USD 11/12/2019 CI -0.02%
SWPTN 3MX5Y P 0.321 EUR 02/21/2018 GS -0.02%
SWPTN 3MX5Y P 0.325 EUR 02/21/2018 MS -0.02%
SWPTN 3MX5Y P 2.3675 USD 03/19/2018 MS -0.02%
SWPTN 3WX10Y P 2.428 USD 01/17/2018 CI -0.02%
SWPTN LIABILITY 2YX10Y P 2.47 USD 11/08/2019 GS -0.02%
SWPTN LIABILITY 2YX10Y R 2.47 USD 11/08/2019 GS -0.02%
SWPTN LIABILITY 2YX3Y P 2.43 USD 02/15/2019 BC -0.02%
SWPTN LIABILITY 2YX3Y R 2.43 USD 02/15/2019 BC -0.02%
ZAR/USD 01/17/2018 GSFX -0.02%
0.25 R ISWP FWD EUR006M P 03/21/2023 -0.03%
1.912 R ISWP FWD GBL6M P 01/19/2032 -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.03%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS -0.03%
SWPTN 2YX20Y P 2.584 USD 11/08/2019 GS -0.03%
SWPTN 2YX20Y R 2.584 USD 11/08/2019 GS -0.03%
SWPTN 2YX30Y P 2.43 USD 11/13/2019 MS -0.03%
SWPTN 2YX30Y R 2.826 USD 11/08/2019 JP -0.03%
SWPTN 6MX20Y R 2.46 USD 03/26/2018 GS -0.03%
SWPTN LIABILITY 10YX20Y P 2.8175 USD 03/23/2027 GS -0.03%
SWPTN LIABILITY 10YX20Y R 2.8175 USD 03/23/2027 GS -0.03%
SWPTN LIABILITY 12YX10Y P 3.005 USD 11/16/2029 GS -0.03%
SWPTN LIABILITY 12YX10Y R 2.5 USD 11/09/2029 JP -0.03%
SWPTN LIABILITY 2YX10Y P 2.2525 USD 11/12/2019 JP -0.03%
SWPTN LIABILITY 2YX10Y R 2.7725 USD 11/18/2019 GS -0.03%
SWPTN LIABILITY 7YX25Y P 2.902 USD 11/08/2024 JP -0.03%
SWPTN LIABILITY 7YX25Y R 2.505 USD 11/13/2024 MS -0.03%
1.15 R ISWP FWD SES3M P 03/21/2028 -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.04%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.04%
CPTFEMU P 1.71 R 08/15/37 -0.04%
CPTFEMU P 1.735 R 09/15/37 -0.04%
NZD/USD 01/17/2018 GSFX -0.04%
NZD/USD 01/17/2018 UBS -0.04%
OPTN FN30 3.0 01/04/18 PUT 100.03125 JPMC -0.04%
SWPTN 2MX10Y P 2.412 USD 01/30/2018 CI -0.04%
SWPTN 2MX10Y R 2.412 USD 01/30/2018 CI -0.04%
SWPTN 2YX20Y P 2.36 USD 11/12/2019 JP -0.04%
SWPTN 2YX20Y R 2.875 USD 11/18/2019 GS -0.04%
SWPTN 2YX30Y P 2.79 USD 02/15/2019 JP -0.04%
SWPTN 3WX10Y R 2.428 USD 01/17/2018 CI -0.04%
SWPTN 5WX10Y P 2.42 USD 02/01/2018 MS -0.04%
SWPTN LIABILITY 12YX10Y P 2.725 USD 11/08/2029 GS -0.04%
SWPTN LIABILITY 12YX10Y R 2.725 USD 11/08/2029 GS -0.04%
SWPTN LIABILITY 12YX10Y R 3.005 USD 11/16/2029 GS -0.04%
SWPTN LIABILITY 2YX5Y P 2.203 USD 06/03/2019 BA -0.04%
SWPTN LIABILITY 2YX5Y P 2.205 USD 06/03/2019 BC -0.04%
SWPTN LIABILITY 2YX5Y R 2.203 USD 06/03/2019 BA -0.04%
SWPTN LIABILITY 2YX5Y R 2.205 USD 06/03/2019 BC -0.04%
SWPTN LIABILITY 5WX10Y P 2.5012 USD 02/01/2018 MS -0.04%
SWPTN LIABILITY 5WX10Y R 2.3388 USD 02/01/2018 MS -0.04%
SWPTN LIABILITY 7YX25Y P 2.689 USD 11/12/2024 CI -0.04%
SWPTN LIABILITY 7YX25Y R 2.689 USD 11/12/2024 CI -0.04%
0.00 R ISWP BZDIOVRA P 01/02/2019 -0.05%
5.93 R ISWP MXIBTIIE P 10/06/2021 -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.05%
FLR USL3M 6.00 03/07/2018 JP -0.05%
SWPTN 2YX10Y R 2.413 USD 06/03/2019 BA -0.05%
SWPTN 2YX10Y R 2.42 USD 06/03/2019 CI -0.05%
SWPTN 2YX28Y P 2.7175 USD 01/24/2019 BA -0.05%
SWPTN 5WX10Y R 2.42 USD 02/01/2018 MS -0.05%
SWPTN 5YX5Y R 1.106 GBP 11/03/2022 JP -0.05%
SWPTN LIABILITY 12YX10Y P 2.5 USD 11/09/2029 JP -0.05%
SWPTN LIABILITY 2YX8Y P 2.5925 USD 01/24/2019 BA -0.05%
SWPTN LIABILITY 2YX8Y R 2.5925 USD 01/24/2019 BA -0.05%
SWPTN LIABILITY 7YX25Y P 2.505 USD 11/13/2024 MS -0.05%
SWPTN LIABILITY 7YX25Y R 2.902 USD 11/08/2024 JP -0.05%
0.00 R ISWP BZDIOVRA P 01/02/2023 -0.06%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.06%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.06%
CPTFEMU P 1.7138 R 08/15/37 -0.06%
NZD/USD 01/17/2018 SSBT -0.06%
2.10 R ISWP FWD CDOR03 P 03/21/2023 -0.07%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS -0.07%
SWPTN 2YX10Y P 2.413 USD 06/03/2019 BA -0.07%
SWPTN 2YX10Y P 2.42 USD 06/03/2019 CI -0.07%
USD/MXN CALL 22.00 20180531 BCAP-FX -0.07%
6.16 R ISWP MXIBTIIE P 01/01/2026 -0.08%
SWPTN 2YX5Y P 2.208 USD 05/17/2019 CI -0.08%
SWPTN LIABILITY 7YX5Y P 2.647 USD 06/03/2024 BA -0.08%
SWPTN LIABILITY 7YX5Y P 2.654 USD 06/03/2024 CI -0.08%
SWPTN LIABILITY 7YX5Y R 2.647 USD 06/03/2024 BA -0.08%
SWPTN LIABILITY 7YX5Y R 2.654 USD 06/03/2024 CI -0.08%
CPTFEMU P 1.71 R 07/15/37 -0.09%
SWPTN 2YX28Y R 2.7175 USD 01/24/2019 BA -0.09%
2.45 R ISWP FWD US0003M P 03/21/2028 -0.11%
SWPTN 2YX1Y P 1.919 USD 08/15/2019 JP -0.11%
SWPTN 2YX1Y P 1.9325 USD 08/16/2019 BA -0.11%
SWPTN 2YX30Y R 2.79 USD 02/15/2019 JP -0.11%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.12%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.13%
SWPTN 10YX10Y R 2.01 EUR 12/20/2027 GS -0.13%
0.85 R ISWP FWD EUR006M P 03/21/2028 -0.14%
SWPTN 10YX10Y P 2.01 EUR 12/20/2027 GS -0.14%
SWPTN LIABILITY 10YX20Y P 2.785 USD 01/25/2027 BA -0.14%
SWPTN LIABILITY 10YX20Y R 2.785 USD 01/25/2027 BA -0.14%
SWPTN LIABILITY 5YX30Y P 2.8325 USD 02/15/2022 JP -0.18%
SWPTN LIABILITY 5YX30Y R 2.8325 USD 02/15/2022 JP -0.18%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.21%
SWPTN 2YX20Y R 1.733 EUR 09/30/2019 JP -0.22%
CDX CDX.NA.HY.29 500.0 12/20/2022 -0.24%
SWPTN 1YX20Y R 1.6975 GBP 10/05/2018 GS -0.24%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.27%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.27%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.43%
FNMA FN30 TBA 04.5000 01/01/2048 -1.42%
FNMA FN30 TBA 03.0000 01/01/2048 -8.03%

Prior top 10 holdings

Top 10 holdings as of 01/31/18
Fnma Fn30 Tba 03.5000 03/01/2048
Gnma Gii30 Tba 04.5000 02/01/2048
Fnma Fn30 Tba 04.0000 03/01/2048
Gnma Gii30 Tba 04.0000 02/01/2048
Vtb Bank (Vtb Cap P/P 144a 06.9500 10/17/2022
Fnma Fn30 Tba 05.5000 03/01/2048
Cas 2015-C04 1m2 07.2614 04/25/2028
Prov Buenos Aire P/P 144a 07.8750 06/15/2027
Hellenic Republic Regs 03.0000 02/24/2028
Petroleos Mexicanos Usd 04.5000 01/23/2026
Holdings represent 29.01% of portfolio
Top 10 holdings as of 12/31/17
Fnma Fn30 Tba 03.5000 02/01/2048
Gnma Gii30 Tba 04.5000 01/01/2048
Fnma Fn30 Tba 04.0000 02/01/2048
Gnma Gii30 Tba 04.0000 01/01/2048
Fnma Fn30 Tba 03.5000 01/01/2048
Vtb Bank (Vtb Cap P/P 144a 06.9500 10/17/2022
Prov Buenos Aire P/P 144a 07.8750 06/15/2027
Fnma Fn30 Tba 05.5000 01/01/2048
Cas 2015-C04 1m2 07.2521 04/25/2028
Petroleos Mexicanos Usd 04.5000 01/23/2026
Holdings represent 28.98% of portfolio
Top 10 holdings as of 11/30/17
Fnma Fn30 Tba 03.5000 01/01/2048
Gnma Gii30 Tba 04.5000 01/01/2048
Fnma Fn30 Tba 04.0000 01/01/2048
Gnma Gii30 Tba 04.0000 01/01/2048
Vtb Bank (Vtb Cap P/P 144a 06.9500 10/17/2022
Prov Buenos Aire P/P 144a 07.8750 06/15/2027
Fnma Fn30 Tba 05.5000 01/01/2048
Cas 2015-C04 1m2 07.0286 04/25/2028
Cwalt 2006-Oa10 4a1 01.5186 08/25/2046
Petroleos Mexicanos Usd 04.5000 01/23/2026
Holdings represent 29.82% of portfolio
Top 10 holdings as of 10/31/17
Fnma Fn30 Tba 03.5000 12/01/2047
Gnma Gii30 Tba 04.0000 11/01/2047
Gnma Gii30 Tba 04.5000 11/01/2047
Fnma Fn30 Tba 04.0000 11/01/2047
Vtb Bank (Vtb Cap P/P 144a 06.9500 10/17/2022
Prov Buenos Aire P/P 144a 07.8750 06/15/2027
Cas 2015-C04 1m2 06.9379 04/25/2028
Fnma Fn30 Tba 05.5000 11/01/2047
Cwalt 2006-Oa10 4a1 01.4279 08/25/2046
Petroleos Mexicanos Usd 04.5000 01/23/2026
Holdings represent 30.20% of portfolio

Maturity detail

0 - 1 yr. 7.95%
1 - 5 yrs. 24.37%
5 - 10 yrs. 61.02%
10 - 15 yrs. 3.20%
Over 15 yrs. 3.46%

Quality rating

AAA 36.53%
A 0.71%
BBB 9.13%
BB 21.53%
B 21.89%
CCC and Below 10.33%
Not Rated -0.12%

Fund characteristics will vary over time.

Due to rounding, percentages may not equal 100%.

Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in bonds are subject to certain risks including interest-rate risk, credit risk, and inflation risk. As interest rates rise, the prices of bonds fall. Long-term bonds are more exposed to interest-rate risk than short-term bonds. Unlike bonds, bond funds have ongoing fees and expenses. The fund's shares trade on a stock exchange at market prices, which may be lower than the fund's net asset value.

Consider these risks before investing: International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Lower-rated bonds may offer higher yields in return for more risk. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is greater for longer-term bonds, and credit risk is greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. The value of bonds in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons including general financial market conditions, changing market perceptions of the risk of default, changes in government intervention, and factors related to a specific issuer or industry. These factors may also lead to periods of high volatility and reduced liquidity in the bond markets. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk and the risk that they may increase in value less when interest rates decline and decline in value more when interest rates rise. You can lose money by investing in the fund. The fund's shares trade on a stock exchange at market prices, which may be lower than the fund's net asset value.

Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.

Country Allocation as of 01/31/18

United States 78.69%
Argentina 4.00%
Greece 3.12%
Brazil 2.79%
Russia 2.50%
Canada 1.59%
Mexico 1.41%
Indonesia 1.05%
Luxembourg 0.88%
 
Other
3.97%
United Kingdom 0.61%
France 0.42%
Ireland 0.42%
Dominican Republic 0.41%
Australia 0.37%
Norway 0.36%
Venezuela 0.32%
Egypt 0.28%
Netherlands 0.25%
Bermuda 0.24%
Ivory Coast 0.24%
Germany 0.22%
Jamaica 0.19%
Cayman Islands 0.18%
El Salvador 0.12%
Ecuador 0.06%
Costa Rica 0.04%
Italy 0.04%
Spain 0.04%
Switzerland -0.06%
Japan -0.12%
European Community -0.19%
New Zealand -0.20%
Sweden -0.27%

†The ICE BofAML U.S. Treasury Bill Index is an unmanaged index that tracks the performance of U.S. dollar denominated U.S. Treasury Bills publicly issued in the U.S. domestic market. Qualifying securities must have a remaining term of at least one month to final maturity and a minimum amount outstanding of $1 billion. The Bloomberg Barclays Government Bond Index is an unmanaged index of U.S. Treasury and agency securities. You cannot invest directly in an index.

Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in bonds are subject to certain risks including interest-rate risk, credit risk, and inflation risk. As interest rates rise, the prices of bonds fall. Long-term bonds are more exposed to interest-rate risk than short-term bonds. Unlike bonds, bond funds have ongoing fees and expenses. The fund's shares trade on a stock exchange at market prices, which may be lower than the fund's net asset value.

Consider these risks before investing: International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Lower-rated bonds may offer higher yields in return for more risk. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is greater for longer-term bonds, and credit risk is greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. The value of bonds in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons including general financial market conditions, changing market perceptions of the risk of default, changes in government intervention, and factors related to a specific issuer or industry. These factors may also lead to periods of high volatility and reduced liquidity in the bond markets. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk and the risk that they may increase in value less when interest rates decline and decline in value more when interest rates rise. You can lose money by investing in the fund. The fund's shares trade on a stock exchange at market prices, which may be lower than the fund's net asset value.

Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.